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

Insurance: Mathematics and Economics

Volumn 29, Issue 1, 2001, Pages 35-45

  Josa Fombellida, Ricardo ^a   Rincón Zapatero, Juan Pablo ^a  

^a UNIVERSITY OF VALLADOLID   (Spain)

Author keywords

Asset allocation; B81; Contribution rate risk; E13; G11; G23; Pension funding; Solvency risk; Stochastic control

Indexed keywords

EID: 18044404702     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(01)00070-1     Document Type: Article

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