Pages that link to "Item:Q2480244"
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The following pages link to Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244):
Displayed 15 items.
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk (Q743143) (← links)
- Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
- Annuitization and asset allocation (Q1027412) (← links)
- Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← links)
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
- Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system (Q2241089) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan (Q2244246) (← links)
- Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
- Mortality options: the point of view of an insurer (Q2656991) (← links)
- A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems (Q2657013) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting (Q6163453) (← links)