Management of Pension Funds when Asset Returns are Driven by Levy Processes

Conference paper

University of Hong Kong

International Congress on Insurance, Mathematics and Economics, 16th (Hong Kong, 28/06/2012–30/06/2012)

01/06/2012

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Title: Management of Pension Funds when Asset Returns are Driven by Levy Processes
Creators: Olivier Le Courtois (Author)
Conference: International Congress on Insurance, Mathematics and Economics, 16th (Hong Kong, 28/06/2012–30/06/2012)
Publisher: University of Hong Kong
Identifiers: 9917286209453
Academic Unit: Department of Quantitative Finance & Economics
Language: English
Resource Type: Conference paper
Local Fields: 90566