OPTIMAL MIX BETWEEN PAY AS YOU GO AND FUNDING FOR PENSION LIABILITIES IN A STOCHASTIC FRAMEWORK
| Title | OPTIMAL MIX BETWEEN PAY AS YOU GO AND FUNDING FOR PENSION LIABILITIES IN A STOCHASTIC FRAMEWORK |
| Publication Type | Journal Article |
| Year of Publication | 2015 |
| Authors | Devolder, P, Melis, R |
| Journal | ASTIN BULLETIN |
| Volume | 45 |
| Pagination | 551–575 |
| URL | https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/article/optimal-mix-between-pay-as-you-go-and-funding-for-pension-liabilities-in-a-stochastic-framework/0B7E4054C151E6A80B5D0B5C04325187 |
| DOI | 10.1017/asb.2015.14 |
| Keywords | diversification, funding, Pay as you go, portfolio theory |