Retirement saving with contribution payments and labor income as a benchmark for investments
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Publication:951345
DOI10.1016/S0165-1889(02)00055-6zbMath1178.91173MaRDI QIDQ951345
Roy Kouwenberg, Arjan B. Berkelaar
Publication date: 24 October 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Related Items (7)
Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings ⋮ A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry ⋮ Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes ⋮ A defined benefit pension plan model with stochastic salary and heterogeneous discounting ⋮ Fair demographic risk sharing in defined contribution pension systems ⋮ Time consistent pension funding in a defined benefit pension plan with non-constant discounting ⋮ Integrating long-term care insurance purchase decisions with saving and investment for retirement
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