"Optimal asset allocation for pension funds under mortality risk during the ..."

Paolo Battocchio, Francesco Menoncin, Olivier Scaillet (2007)

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DOI: 10.1007/S10479-006-0144-2

access: closed

type: Journal Article

metadata version: 2020-08-13

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Paolo Battocchio, Francesco Menoncin, Olivier Scaillet:
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases. Ann. Oper. Res. 152(1): 141-165 (2007)

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