Narrow search
Showing 1 - 2 of 2
Cover Image
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo; Menoncin, Francesco; Scaillet, Olivier - 2003
This paper shows optimal asset allocation during these two phases must be different.
Persistent link: https://www.econbiz.de/10005843404
Cover Image
Weak Convergence of Hedging Strategies of Contingent Claims
Prigent, Jean-Luc; Scaillet, Olivier - 2002
This paper publishes results on the convergence for hedging strategies in the setting of incomplete financial markets.
Persistent link: https://www.econbiz.de/10005843299