Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
| Year of publication: |
2003
|
|---|---|
| Authors: | Battocchio, Paolo ; Menoncin, Francesco ; Scaillet, Olivier |
| Institutions: | Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2003-28 |
| Source: |
Persistent link: https://www.econbiz.de/10005328350