Three retirement decision models for defined contribution pension plan members: a simulation study

DOI10.1016/J.INSMATHECO.2010.06.008zbMATH Open1218.91089OpenAlexW2013052533MaRDI QIDQ2276201FDOQ2276201

Authors: B. MacDonald, Andrew J. G. Cairns 

Publication date: 1 August 2011

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.06.008

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zbMATH Keywords

defined contribution pension plandynamic and stochastic simulationone-year retirement decision modeloption-value of continued work modeltwo-thirds model

Mathematics Subject Classification ID

Decision theory (91B06)

Cites Work

• An equilibrium characterization of the term structure
• Annuitization and asset allocation
• Interest rate models: an introduction
• Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
• Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
• The impact of DC pension systems on population dynamics

Cited In (2)

• Title not available (Why is that?)
• Determining equivalent administrative charges for defined contribution pension plans under CEV model

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