Publicaciones en las que colabora con Paula López-Casado (3)

2023

  1. A defined benefit pension plan game with Brownian and Poisson jumps uncertainty

    European Journal of Operational Research, Vol. 310, Núm. 3, pp. 1294-1311

  2. A defined benefit pension plan model with stochastic salary and heterogeneous discounting

    ASTIN Bulletin, Vol. 53, Núm. 1, pp. 62-83

2018

  1. Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance

    Insurance: Mathematics and Economics, Vol. 82, pp. 73-86