TY  - JOUR 
AU  - Josa Fombellida, Ricardo
AU  - López Casado, Paula
PY  - 2023
SN  - 0377-2217
UR  - https://uvadoc.uva.es/handle/10324/59094
AB  - In this paper, we study the optimal management of an aggregated pension fund of defined benefit type by means of a differential game with two players, the firm and the participants. We assume that the fund wealth is greater than the actuarial...
LA  - eng
PB  - Elsevier
KW  - Economía
KW  - Econometría
KW  - Probabilities
KW  - Finance
KW  - Pension funds management
KW  - Stochastic differential game
KW  - Markov Perfect Nash Equilibria
KW  - Finanzas
KW  - Gestión de fondos de pensión
KW  - Juego diferencial estocástico
KW  - Equilibrios perfectos de Nash de Markov
TI  - A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
DO  - 10.1016/j.ejor.2023.04.014
ER  -