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Hainaut, Donatien
Delbaen, Freddy
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Deelstra, Griselda
28
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Optimal funding of defined benefit pension plans
Hainaut, Donatien
;
Deelstra, Griselda
- In:
Journal of pension economics and finance
10
(
2011
)
1
,
pp. 31-52
Persistent link: https://www.econbiz.de/10009007169
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2
Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality
Hainaut, Donatien
;
Deelstra, Griselda
- In:
Journal of economic dynamics & control
44
(
2014
),
pp. 124-146
Persistent link: https://www.econbiz.de/10010473569
Saved in:
3
A self-exciting switching jump diffusion : properties, calibration and hitting time
Hainaut, Donatien
;
Deelstra, Griselda
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 407-426
Persistent link: https://www.econbiz.de/10012194661
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