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| 2012 | ||
|---|---|---|
| 5 | Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero: Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes. European Journal of Operational Research 220(2): 404-413 (2012) | |
| 2010 | ||
| 4 | Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero: Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates. European Journal of Operational Research 201(1): 211-221 (2010) | |
| 3 | Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero: On a PDE Arising in One-Dimensional Stochastic Control Problems. J. Optimization Theory and Applications 147(1): 1-26 (2010) | |
| 2008 | ||
| 2 | Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero: Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings. Computers & OR 35(1): 47-63 (2008) | |
| 1 | Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero: Mean-variance portfolio and contribution selection in stochastic pension funding. European Journal of Operational Research 187(1): 120-137 (2008) | |
| 1 | Juan Pablo Rincón-Zapatero | [1] [2] [3] [4] [5] |
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