Minimization of risks in pension funding by means of contributions and portfolio selection

Author:

Josa-Fombellida Ricardo,Rincón-Zapatero Juan Pablo

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference21 articles.

1. Arnold, L., 1974. Stochastic Differential Equations: Theory and Applications. Wiley, New York.

2. Bellman, R., 1957. Dynamic Programming. Princeton University Press, Princeton, NJ.

3. Boulier, J.F., Trussant, E., Florens, D., 1995. A dynamic model for pension funds management. In: Proceedings of the Fifth AFIR International Colloquium, Vol. 1, pp. 361–384.

4. Boulier, J.F., Michel, S., Wisnia, V., 1996. Optimizing investment and contribution policies of a defined benefit pension fund. In: Proceedings of the Sixth AFIR International Colloquium, Vol. 1, pp. 593–607.

5. Introduction to the dynamics of pension funding;Bowers;Transactions of the Society of Actuaries,1976

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