Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
Year of publication: |
2012
|
---|---|
Authors: | Josa-Fombellida, Ricardo ; Rincón-Zapatero, Juan Pablo |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 220.2012, 2 (16.7.), p. 404-413
|
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Simulation |
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