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"Stochastic pension funding when the benefit and the risky asset follow ..."

Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero (2012)

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DOI: 10.1016/J.EJOR.2012.01.033

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - journals/eor/Josa-FombellidaR12
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Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero:
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes. Eur. J. Oper. Res. 220(2): 404-413 (2012)

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