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Fair demographic risk sharing in defined contribution pension systems
Gabay, Daniel
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 657-669
Persistent link: https://www.econbiz.de/10009554324
Saved in:
2
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
3
Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2239-2260
Persistent link: https://www.econbiz.de/10002172298
Saved in:
4
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
5
Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2239-2260
Persistent link: https://www.econbiz.de/10006755790
Saved in:
6
A flexible matrix Libor model with smiles
Da Fonseca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10010074098
Saved in:
7
Fair demographic risk sharing in defined contribution pension systems
Gabay, Daniel
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 657-670
Persistent link: https://www.econbiz.de/10009830700
Saved in:
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