1Boulier N.L. Gerber, H.U.,Hickman,J.C.,Jones,D.a. Nesbitt,CJ. Actuarial Mathematics The Society of Actuaries.1986.
2Joso-Fombellida, R.,Rincon-Zapatero,J.P., Minimization of risks in pension funding by means of contribution and portfolio selection,Insurance: Mathematics and Economics 29 (2001) 35-45.
3Paolo Battocchio,Francesco Menoncin, Optimal pension management in a stochastic framework, Insurance: Mathematics and Economics 34 (2004)79-95.
7Bodie Z. Pension Fund Investment Policy[R]. Working paper, 1988.
8Boulier J F, Huang S J, Taillard G. Optimal management under stochastic interest rates: The case of aproteeted defined contribution pension fund[J]. Insurance : Mathematics and Economics, 2001,28 ( 2 ): 173-189.
9Brison G P, Gilbert B, Hood L R. Determinants of portfolio performance [J]. Financial Analysts Journal, 1986,42 (July/August) : 39-48.
10Rudolf M, Ziemba W T. Intertemporal surplus management[J]. Journal of Economic Dynamics and Control. 2004,28(5) : 975-990.