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The Logical Sustainability Theory for pension systems: the discrete-time model in a stochastic framework under variable mortality

, 2006. [9] M. Angrisani, G. Di Nella, C. Di Palo, A. Pianese, The optimal rate of return for defined contribution pension systems in a stochastic framework, Pure Mathematics and Applications 27 (2) (2018) 81–99. [10] M. Angrisani, C. Di Palo, A Necessary Sustainability Condition for partially Funded Pension Systems, in: MIC 2011: Managing Sustainability? Proceedings of the 12th International Conference, Portorož, 23–26 November 2011 [Selected Papers], University of Primorska, Faculty of Management Koper, 2011, pp. 773–788. [11] M. Angrisani, C. Di

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Improvements to exact Boltzmann sampling using probabilistic divide-and-conquer and the recursive method

-and-conquer: deterministic second half, Adv. in Appl. Math., to appear. [12] L. Devroye, Nonuniform random variate generation, Handbooks Oper. Res. Management Sci., 13 (2006) 83-121. [13] P. Duchon, P. Flajolet, G. Louchard and G. Schaeffer, Boltzmann samplers for the random generation of combinatorial structures, Combin. Probab. Comput., 13 (2004) 577-625. [14] P. Erdōs, On an elementary proof of some asymptotic formulas in the theory of partitions, Ann. of Math. (2), 43 (1942) 437-450. [15] P. Erdōs and J. Lehner, The

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The optimal rate of return for defined contribution pension systems in a stochastic framework

Sustainability Condition for partially Funded Pension Systems, in: MIC 2011: Managing Sustainability? Proceedings of the 12thInternational Conference, Portorož, 23–26 November 2011 [Selected Papers], University of Primorska, Faculty of Management Koper, 2011, pp. 773–788. [20] M. Angrisani, C. Di Palo, An extension of Aaron’s sustainable rate of return to partially funded pension systems, International Journal of Sustainable Economy 4 (3) (2012) 213–233. [21] M. Angrisani, C. Di Palo, Managing the baby boomer demographic wave in defined contribution pension systems

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