Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes

  1. Josa-Fombellida, R.
  2. Rincón-Zapatero, J.P.
Journal:
European Journal of Operational Research

ISSN: 0377-2217

Year of publication: 2012

Volume: 220

Issue: 2

Pages: 404-413

Type: Article

DOI: 10.1016/J.EJOR.2012.01.033 GOOGLE SCHOLAR

Sustainable development goals

Related Projects

MODELIZACIÓN DINÁMICA DE PLANES DE PENSIONES ESTOCÁSTICOS

2009/00162/001

Data source: Scopus