Mean-variance management in stochastic aggregated pension funds with nonconstant interest rate

  1. Fombellida, R.J.
Livre:
Pension Fund Risk Management: Financial and Actuarial Modeling

ISBN: 9781439817520

Année de publication: 2010

Pages: 103-127

Type: Chapitre d'ouvrage

DOI: 10.1201/9781439817544 GOOGLE SCHOLAR