Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
| Year of publication: |
2007
|
|---|---|
| Authors: | Battocchio, Paolo ; Menoncin, Francesco ; Scaillet, Olivier |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 152.2007, p. 141-166
|