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Valuation of pension liabilities in incomplete markets
Jong, Frank de - In: Journal of pension economics and finance 7 (2008) 3, pp. 277-294
Persistent link: https://www.econbiz.de/10003774742
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Intergenerational risk sharing within funded pension schemes
Cui, Jiajia; Jong, Frank de; Ponds, Eduard - In: Journal of pension economics and finance 10 (2011) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10009007170
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Robust hedging in incomplete markets
Shen, Sally; Pelsser, Antoon André Jean; Schotman, Peter C. - In: Journal of pension economics and finance 18 (2019) 3, pp. 473-493
Persistent link: https://www.econbiz.de/10012107932