Minimization of risks in pension funding by means of contributions and portfolio selection.
type: Item
instance of: scholarly article
title: Minimization of risks in pension funding by means of contributions and portfolio selection.
zbMATH Open document ID: 1055.91051
DOI: 10.1016/S0167-6687(01)00070-1
author: Ricardo Josa-Fombellida
author: Juan Pablo Rincón-Zapatero
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 2003991
zbMATH Keywords: solvency risk
zbMATH Keywords: asset allocation
zbMATH Keywords: stochastic control
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2003991