TY  - JOUR 
AU  - Josa Fombellida, Ricardo
AU  - Navas, Jorge
PY  - 2020
UR  - http://uvadoc.uva.es/handle/10324/41751
AB  - We consider the time consistent management of a defined benefit stochastic pension plan where the participants have different rates of time preference and the fund manager collects this heterogeneity when discounting the future. The main objective is...
LA  - spa
PB  - Elsevier
TI  - Time consistent pension funding in a defined benefit pension plan with non-constant discounting
DO  - 10.1016/j.insmatheco.2020.07.007
ER  -