Comonotonic approximations for a general pension problem
Year of publication: |
2011
|
---|---|
Authors: | Ahcan, Ales |
Published in: |
International Journal of Sustainable Economy. - Inderscience Enterprises Ltd, ISSN 1756-5804. - Vol. 3.2011, 4, p. 474-486
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | pension funds | sustainable investment strategy | financial models | probability of ruin | comonotonic approximations | modelling |
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