Pension funds with longevity risk: an optimal portfolio insurance approach (Q6665607)
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scientific article; zbMATH DE number 7969408
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pension funds with longevity risk: an optimal portfolio insurance approach |
scientific article; zbMATH DE number 7969408 |
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Pension funds with longevity risk: an optimal portfolio insurance approach (English)
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17 January 2025
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defined contribution
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longevity risk
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minimum guarantee
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purpose-oriented proportional portfolio insurance
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dynamic programming
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0.8306848406791687
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0.8249929547309875
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0.8202046155929565
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0.8180826902389526
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