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Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero. Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes. European Journal of Operational Research, 220(2):404-413, 2012. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earningsRicardo Josa-Fombellida, Juan Pablo Rincón-Zapatero. cor, 35(1):47-63, 2008. [doi] Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest ratesRicardo Josa-Fombellida, Juan Pablo Rincón-Zapatero. eor, 201(1):211-221, 2010. [doi]
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