Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework

Pierre Devolder and Roberta Melis

No 2015029, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2015-01-01
Note: In : Astin Bulletin : the journal of the International Actuarial Association, vol. 45, no.3, p. 551-575 (2015)
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Related works:
Journal Article: OPTIMAL MIX BETWEEN PAY AS YOU GO AND FUNDING FOR PENSION LIABILITIES IN A STOCHASTIC FRAMEWORK (2015)
Working Paper: Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework (2012)
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