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Ricardo Josa‐Fombellida · Study

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Ricardo Josa‐Fombellida

6 works· latest 2012· 1 institutionscluster: provisionalORCID 0000-0001-7872-4621

h-index6

i106

Citations355

Works here6

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12

Most cited in this library

Optimal risk management in defined benefit stochastic pension funds2004 · 88 citations
Mean–variance portfolio and contribution selection in stochastic pension funding2007 · 68 citations
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates2009 · 62 citations
Minimization of risks in pension funding by means of contributions and portfolio selection2001 · 58 citations
Optimal investment decisions with a liability: The case of defined benefit pension plans2006 · 43 citations

Works

6 shown

Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes

European Journal of Operational Research·2012·2 authors

36citations

Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates

European Journal of Operational Research·2009·2 authors

62citations

Mean–variance portfolio and contribution selection in stochastic pension funding

European Journal of Operational Research·2007·2 authors·Open access

68citations

Optimal investment decisions with a liability: The case of defined benefit pension plans

Insurance Mathematics and Economics·2006·2 authors·Open access

43citations

Optimal risk management in defined benefit stochastic pension funds

Insurance Mathematics and Economics·2004·2 authors·Open access

88citations

Minimization of risks in pension funding by means of contributions and portfolio selection

Insurance Mathematics and Economics·2001·2 authors·Open access

58citations