Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
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Publication:2010894
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Cites work
- Actuarial mathematics for life contingent risks
- Continuous time model for notional defined contribution pension schemes: liquidity and solvency
- Controlled Markov processes and viscosity solutions
- Fair valuation of participating policies with surrender options and regime switching
- How to finance pensions: optimal strategies for pay-as-you-go pension systems
- On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England
- Optimal investment choices post-retirement in a defined contribution pension scheme
- Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
- Optimal investment strategies and risk measures in defined contribution pension schemes.
- Optimal investment strategy for defined contribution pension schemes
- Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model
- Optimal pension management in a stochastic framework.
- Optimal strategies for pay-as-you-go pension finance: a sustainability framework
- Optimum consumption and portfolio rules in a continuous-time model
- Pension funds as institutions for intertemporal risk transfer
- Pension saving schemes with return smoothing mechanism
- Risk-sharing and benefit smoothing in a hybrid pension plan
- Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
- Sustainability of participation in collective pension schemes: an option pricing approach
- Valuation of intergenerational transfers in funded collective pension schemes
Cited in
(22)- scientific article; zbMATH DE number 1858055 (Why is no real title available?)
- Intergenerational sharing of unhedgeable inflation risk
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk
- Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility
- Optimal VIX-linked structure for the target benefit pension plan
- Optimal portfolio strategy of wealth process: a Lévy process model-based method
- Take (smoothed) risks when you are young, not when you are old: How to get the best from your pension plan
- Continuous-time optimal pension indexing in pay-as-you-go systems
- Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model
- Manage pension deficit with heterogeneous insurance
- Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans
- Dynamic optimal adjustment policies of hybrid pension plans
- Structure of intergenerational risk-sharing plans: optimality and fairness
- DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS
- \(\alpha\)-robust optimal investment strategy for target benefit pension plans under default risk
- scientific article; zbMATH DE number 7326167 (Why is no real title available?)
- Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees
- Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans
- Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
- Target benefit pension plan with longevity risk and intergenerational equity
- scientific article; zbMATH DE number 6479826 (Why is no real title available?)
- Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility
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