Josa-Fombellida, Ricardo; Navas, Jorge Time consistent pension funding in a defined benefit pension plan with non-constant discounting. (English) Zbl 1454.91197 Insur. Math. Econ. 94, 142-153 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{R. Josa-Fombellida} and \textit{J. Navas}, Insur. Math. Econ. 94, 142--153 (2020; Zbl 1454.91197) Full Text: DOI Link OpenURL
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes. (English) Zbl 1253.91197 Eur. J. Oper. Res. 220, No. 2, 404-413 (2012). MSC: 91G80 93E20 PDF BibTeX XML Cite \textit{R. Josa-Fombellida} and \textit{J. P. Rincón-Zapatero}, Eur. J. Oper. Res. 220, No. 2, 404--413 (2012; Zbl 1253.91197) Full Text: DOI OpenURL
Gabay, Daniel; Grasselli, Martino Fair demographic risk sharing in defined contribution pension systems. (English) Zbl 1242.91065 J. Econ. Dyn. Control 36, No. 4, 657-669 (2012). MSC: 91B16 91D20 PDF BibTeX XML Cite \textit{D. Gabay} and \textit{M. Grasselli}, J. Econ. Dyn. Control 36, No. 4, 657--669 (2012; Zbl 1242.91065) Full Text: DOI OpenURL
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates. (English) Zbl 1177.91125 Eur. J. Oper. Res. 201, No. 1, 211-221 (2010). MSC: 91G10 91G80 PDF BibTeX XML Cite \textit{R. Josa-Fombellida} and \textit{J. P. Rincón-Zapatero}, Eur. J. Oper. Res. 201, No. 1, 211--221 (2010; Zbl 1177.91125) Full Text: DOI Link OpenURL
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints. (English) Zbl 1231.91216 Insur. Math. Econ. 45, No. 1, 25-34 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{R. Maurer} et al., Insur. Math. Econ. 45, No. 1, 25--34 (2009; Zbl 1231.91216) Full Text: DOI Link OpenURL
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings. (English) Zbl 1168.91389 Comput. Oper. Res. 35, No. 1, 47-63 (2008). MSC: 91B28 93E20 PDF BibTeX XML Cite \textit{R. Josa-Fombellida} and \textit{J. P. Rincón-Zapatero}, Comput. Oper. Res. 35, No. 1, 47--63 (2008; Zbl 1168.91389) Full Text: DOI Link OpenURL
Khorasanee, Zaki Benefit uncertainty and default risk in pension plans. (English) Zbl 1129.91333 Insur. Math. Econ. 37, No. 3, 469-493 (2005). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. Khorasanee}, Insur. Math. Econ. 37, No. 3, 469--493 (2005; Zbl 1129.91333) Full Text: DOI OpenURL
Colombo, Luigi; Haberman, Steven Optimal contributions in a defined benefit pension scheme with stochastic new entrants. (English) Zbl 1117.91380 Insur. Math. Econ. 37, No. 2, 335-354 (2005). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{L. Colombo} and \textit{S. Haberman}, Insur. Math. Econ. 37, No. 2, 335--354 (2005; Zbl 1117.91380) Full Text: DOI OpenURL
Haberman, Steven; Sung, Joo-Ho Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary. (English) Zbl 1111.91023 Insur. Math. Econ. 36, No. 1, 103-116 (2005). MSC: 91B30 90C39 PDF BibTeX XML Cite \textit{S. Haberman} and \textit{J.-H. Sung}, Insur. Math. Econ. 36, No. 1, 103--116 (2005; Zbl 1111.91023) Full Text: DOI OpenURL
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo Optimal risk management in defined benefit stochastic pension funds. (English) Zbl 1188.91202 Insur. Math. Econ. 34, No. 3, 489-503 (2004). MSC: 91G10 91B30 93E20 PDF BibTeX XML Cite \textit{R. Josa-Fombellida} and \textit{J. P. Rincón-Zapatero}, Insur. Math. Econ. 34, No. 3, 489--503 (2004; Zbl 1188.91202) Full Text: DOI Link OpenURL
Owadally, M. Iqbal Pension funding and the actuarial assumption concerning investment returns. (English) Zbl 1098.91058 Astin Bull. 33, No. 2, 289-312 (2003). MSC: 91B28 62E10 62P05 PDF BibTeX XML Cite \textit{M. I. Owadally}, ASTIN Bull. 33, No. 2, 289--312 (2003; Zbl 1098.91058) Full Text: DOI OpenURL
Chang, S. C.; Tzeng, Larry Y.; Miao, Jerry C. Y. Pension funding incorporating downside risks. (English) Zbl 1074.91547 Insur. Math. Econ. 32, No. 2, 217-228 (2003). MSC: 91B30 91B28 93C95 PDF BibTeX XML Cite \textit{S. C. Chang} et al., Insur. Math. Econ. 32, No. 2, 217--228 (2003; Zbl 1074.91547) Full Text: DOI OpenURL
Haberman, S.; Sung, Joo-Ho Dynamic programming approach to pension funding: the case of incomplete state information. (English) Zbl 1062.90064 Astin Bull. 32, No. 1, 129-142 (2002). MSC: 90C39 62P05 PDF BibTeX XML Cite \textit{S. Haberman} and \textit{J.-H. Sung}, ASTIN Bull. 32, No. 1, 129--142 (2002; Zbl 1062.90064) Full Text: DOI OpenURL
Chang, Shih-Chieh; Chen, Chiang-Chu Allocating unfunded liability in pension valuation under uncertainty. (English) Zbl 1074.62525 Insur. Math. Econ. 30, No. 3, 371-387 (2002). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{S.-C. Chang} and \textit{C.-C. Chen}, Insur. Math. Econ. 30, No. 3, 371--387 (2002; Zbl 1074.62525) Full Text: DOI OpenURL
Taylor, Greg Stochastic control of funding systems. (English) Zbl 1055.91034 Insur. Math. Econ. 30, No. 3, 323-350 (2002). MSC: 91B28 93E20 PDF BibTeX XML Cite \textit{G. Taylor}, Insur. Math. Econ. 30, No. 3, 323--350 (2002; Zbl 1055.91034) Full Text: DOI OpenURL
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo Minimization of risks in pension funding by means of contributions and portfolio selection. (English) Zbl 1055.91051 Insur. Math. Econ. 29, No. 1, 35-45 (2001). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{R. Josa-Fombellida} and \textit{J. P. Rincón-Zapatero}, Insur. Math. Econ. 29, No. 1, 35--45 (2001; Zbl 1055.91051) Full Text: DOI OpenURL
Haberman, Steven; Butt, Zoltan; Megaloudi, Chryssoula Contribution and solvency risk in a defined benefit pension scheme. (English) Zbl 0994.91030 Insur. Math. Econ. 27, No. 2, 237-259 (2000). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{S. Haberman} et al., Insur. Math. Econ. 27, No. 2, 237--259 (2000; Zbl 0994.91030) Full Text: DOI OpenURL