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: | Unité Mixte de Recherche Théorie Economique, Modélisation et Applications (contributor) |
| Publisher: |
Paris [u.a.] : Université Paris X-Nanterre, THEMA [u.a.] |
| Subject: | Pensionskasse | Pension fund | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Theorie | Theory |
