Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases

Paolo Battocchio; Francesco Menoncin; Olivier Scaillet

Year of publication:	Jan. 2003 ; [Elektronische Ressource]
Other Persons:	Battocchio, Paolo (contributor) ; Menoncin, Francesco (contributor) ; Scaillet, Olivier (contributor)
Institutions:	International Center for Financial Asset Management and Engineering (contributor)
Publisher:	Genève : FAME
Subject:	Pensionskasse \| Pension fund \| Sterblichkeit \| Mortality \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory

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