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Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo - In: Computers & operations research : and their … 35 (2008) 1, pp. 47-63
Persistent link: https://www.econbiz.de/10003665730
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On one-dimensional stochastic control problems : applications to investment models
Josa-Fombellida, Ricado; Rincón-Zapatero, Juan Pablo - 2008
Persistent link: https://www.econbiz.de/10003970305
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Optimal investment and benefit strategies for a target benefit pension plan where the risky assets are jump diffusion processes
Josa-Fombellida, Ricardo; López-Casado, Paula - In: Insurance : mathematics and economics 121 (2025), pp. 100-110
Persistent link: https://www.econbiz.de/10015432035