Dynamic optimal adjustment policies of hybrid pension plans (Q2172028)

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Dynamic optimal adjustment policies of hybrid pension plans (English)

Insurance Mathematics \& Economics

14 September 2022

optimal adjustment policy

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hybrid pension plans

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transparent adjustment

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semi-transparent adjustment

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multi-dimensional stochastic control

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.insmatheco.2022.05.001

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cites work

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A portfolio approach to the optimal funding of pensions

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Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase

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Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims

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Minimization of risks in pension funding by means of contributions and portfolio selection.

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Optimal risk management in defined benefit stochastic pension funds

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Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings

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Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates

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Optimum consumption and portfolio rules in a continuous-time model

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Pension Funding and the Actuarial Assumption Concerning Investment Returns

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Q2897328

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Optimal investment strategy for defined contribution pension schemes

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Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan

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Optimal investment strategies and intergenerational risk sharing for target benefit pension plans

Dynamic optimal adjustment policies of hybrid pension plans (Q2172028)

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