Intergenerational sharing of unhedgeable inflation risk (Q6152690): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2023.08.004
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+W4386303549
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+Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
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+Investment Policy for Defined-Contribution Pension Scheme Members Close to Retirement
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+The method of endogenous gridpoints for solving dynamic stochastic optimization problems
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+Unhedgeable inflation risk within pension schemes
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+International Risk Sharing and the Transmission of Productivity Shocks
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+Pension fund investments and the valuation of liabilities under conditional indexation
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+VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
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+Valuation and hedging of participating life-insurance policies under management discretion
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+Relative risk aversion: what do we know?
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+Sustainability of pension systems with voluntary participation
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+The pricing of liabilities in an incomplete market using dynamic mean-variance hedging
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+Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
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+Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model
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+Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility
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+Structure of intergenerational risk-sharing plans: optimality and fairness
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+Publication:6152690