Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases

Paolo Battocchio, Francesco Menoncin, Olivier Scaillet

Year of publication:	2003
Authors:	Battocchio, Paolo ; Menoncin, Francesco ; Scaillet, Olivier
Publisher:	Genève : Univ., Ecole des Hautes Etudes Commerciales
Subject:	Pensionskasse \| Pension fund \| Sterblichkeit \| Mortality \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory

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