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Minimization of risks in pension funding by means of contributions and portfolio selection
Josa-Fombellida, Ricardo; Rincon-Zapatero, Juan Pablo - In: Insurance: Mathematics and Economics 29 (2001) 1, pp. 35-45
Persistent link: https://www.econbiz.de/10005374830
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Optimal risk management in defined benefit stochastic pension funds
Josa-Fombellida, Ricardo; Rincon-Zapatero, Juan Pablo - In: Insurance: Mathematics and Economics 34 (2004) 3, pp. 489-503
Persistent link: https://www.econbiz.de/10005375201
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Optimal investment decisions with a liability: The case of defined benefit pension plans
Josa-Fombellida, Ricardo; Rincon-Zapatero, Juan Pablo - In: Insurance: Mathematics and Economics 39 (2006) 1, pp. 81-98
Persistent link: https://www.econbiz.de/10005380667