Optimal risk management in defined benefit stochastic pension funds

Insurance: Mathematics and Economics

Volumn 34, Issue 3, 2004, Pages 489-503

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

^a UNIVERSITY OF VALLADOLID   (Spain)

Author keywords

Asset allocation; Contribution rate risk; Defined benefit pension fund; Solvency risk; Stochastic control

Indexed keywords

EID: 2642522704     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2004.03.002     Document Type: Article

References (25)

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