Ricardo Josa-Fombellida

Available identifiers

zbMath Open josa-fombellida.ricardoMaRDI QIDQ607893

List of research outcomes

Publication	Date of Publication	Type
A defined benefit pension plan game with Brownian and Poisson jumps uncertainty	2023-07-11	Paper
A defined benefit pension plan model with stochastic salary and heterogeneous discounting	2023-06-26	Paper
Time consistent pension funding in a defined benefit pension plan with non-constant discounting	2020-11-19	Paper
Certainty equivalence principle in stochastic differential games: an inverse problem approach	2019-10-29	Paper
Equilibrium strategies in a defined benefit pension plan game	2019-01-18	Paper
Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance	2018-10-19	Paper
Stochastic differential games for which the open-loop equilibrium is subgame perfect	2018-07-05	Paper
Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset	2015-06-26	Paper
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes	2012-12-29	Paper
On a PDE arising in one-dimensional stochastic control problems	2010-12-06	Paper
Optimal risk management in defined benefit stochastic pension funds	2010-06-20	Paper
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates	2009-12-10	Paper
Mean-variance portfolio and contribution selection in stochastic pension funding	2008-04-22	Paper
New approach to stochastic optimal control	2008-01-04	Paper
Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings	2007-10-10	Paper
Optimal investment decisions with a liability: the case of defined benefit pension plans	2006-10-05	Paper
Minimization of risks in pension funding by means of contributions and portfolio selection.	2003-11-16	Paper

Research outcomes over time

This page was built for person: Ricardo Josa-Fombellida