Cyclical risk exposure of pension funds: a theoretical framework (Q882873): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2005.04.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2063534252
@@ Property / OpenAlex ID: W2063534252 / rank @@
+Normal rank
@@ Property / cites work @@
+Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model: International evidence
+Normal rank
@@ Property / cites work @@
+Optimal pension management in a stochastic framework.
+Normal rank
@@ Property / cites work @@
+Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
+Normal rank
@@ Property / cites work @@
+Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
+Normal rank
@@ Property / cites work @@
+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
+Normal rank
@@ Property / cites work @@
+Optimal asset allocation in life annuities: a note.
+Normal rank
@@ Property / cites work @@
+Minimization of risks in pension funding by means of contributions and portfolio selection.
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal portfolio and background risk: an exact and an approximated solution.
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+A solution approach to valuation with unhedgeable risks
+Normal rank