Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases

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Bibliographic details
Main Author: Scaillet, Olivier
Menoncin, Francesco
Battocchio, Paolo
Format: Paper
Language: English
Place of publication: 2003
Related: THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
Data of publication: 2003
Series: THEMA Working Papers
Online Access: available in Bonn?
Database: RePEc IDEAS
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