Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings. - Ricardo Josa-Fombellida; Juan Pablo Rincón-Zapatero (Comput. Oper. Res., 2008)

Mean-variance portfolio and contribution selection in stochastic pension funding. - Ricardo Josa-Fombellida; Juan Pablo Rincón-Zapatero (Eur. J. Oper. Res., 2008)

Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates. - Ricardo Josa-Fombellida; Juan Pablo Rincón-Zapatero (Eur. J. Oper. Res., 2010)

On a PDE Arising in One-Dimensional Stochastic Control Problems. - Ricardo Josa-Fombellida; Juan Pablo Rincón-Zapatero (J. Optim. Theory Appl., 2010)

Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes. - Ricardo Josa-Fombellida; Juan Pablo Rincón-Zapatero (Eur. J. Oper. Res., 2012)

Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect. - Ricardo Josa-Fombellida; Juan Pablo Rincón-Zapatero (Dyn. Games Appl., 2018)

Equilibrium strategies in a defined benefit pension plan game. - Ricardo Josa-Fombellida; Juan Pablo Rincón-Zapatero (Eur. J. Oper. Res., 2019)

A defined benefit pension plan game with Brownian and Poisson jumps uncertainty. - Ricardo Josa-Fombellida; Paula López-Casado (Eur. J. Oper. Res., 2023)