Optimal design of the guarantee for defined contribution funds-Reference-Cited by-同舟云学术

Optimal design of the guarantee for defined contribution funds

Published:2004-10 Issue:11 Volume:28 Page:2239-2260
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Deelstra Griselda,Grasselli Martino,Koehl Pierre-François

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference11 articles.

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3. Pension Funds;Davis,1995

4. Optimal investment strategies in a CIR framework;Deelstra;Journal of Applied Probability,2000

5. Optimal investment strategies in the presence of a minimum guarantee;Deelstra;Insurance: Mathematics and Economics,2003

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