Ricardo Josa-Fombellida
Demography · 2001–2004
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Demography — 6 citations into it
- Finance — 6 citations into it
Whom Ricardo Josa-Fombellida trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Ricardo Josa-Fombellida's perspective
Ordered by how strongly the researchers Ricardo Josa-Fombellida trusts endorse each paper. Same corpus, a different order for every researcher.
- Controlled Markov processes and viscosity solutions
- Optimal investment strategy for defined contribution pension schemes
- Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (ASTIN Bulletin: The Journal of the International Actuarial Association)
- Optimization-Theory And Applications
- Mathematical Theory of Optimal Processes
- A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
- A Poisson log-bilinear regression approach to the construction of projected lifetables
- Mortality derivatives and the option to annuitise
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
- Valuation and hedging of life insurance liabilities with systematic mortality risk
Their papers
- Optimal risk management in defined benefit stochastic pension funds (2004) — 91 citations
- Minimization of risks in pension funding by means of contributions and portfolio selection (2001) — 64 citations