Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
Year of publication: |
2008
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Authors: | Josa-Fombellida, Ricardo ; Rincón-Zapatero, Juan Pablo |
Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 35.2008, 1, p. 47-63
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Subject: | Pensionskasse | Pension fund | Versicherungsbeitrag | Insurance premium | Lohnstruktur | Wage structure | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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