RICARDO
JOSA FOMBELLIDA
PROFESORES TITULARES DE UNIVERSIDAD
![Foto de Paula](/img/nophoto.png)
Paula
López-Casado
Publikationen, an denen er mitarbeitet Paula López-Casado (3)
2023
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A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
European Journal of Operational Research, Vol. 310, Núm. 3, pp. 1294-1311
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A defined benefit pension plan model with stochastic salary and heterogeneous discounting
ASTIN Bulletin, Vol. 53, Núm. 1, pp. 62-83
2018
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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