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Ricardo Josa-Fombellida
Information about the author Ricardo Josa-Fombellida will soon be added to the site.
Found
2 papers
in total
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Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
2012
We study the asset allocation of defined benefit pension plans of the type designed...
Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
2008
In this paper we consider the optimal management of an aggregated dynamic pension...
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