Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
From MaRDI portal
Publication:2384582
Recommendations
- Funding and investment decisions in a stochastic defined benefit pension plan with regime switching
- Optimal investment decisions with a liability: the case of defined benefit pension plans
- Minimization of risks in pension funding by means of contributions and portfolio selection.
- Optimal risk management in defined benefit stochastic pension funds
- Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo
Cites work
- A stochastic-dynamic approach to pension funding
- A two-parameter family of pension contribution functions and stochastic optimization
- Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
- Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
- Consumption-Investment Models with Constraints
- Contribution and solvency risk in a defined benefit pension scheme
- Dynamic approaches to pension funding
- Hedging in incomplete markets with HARA utility
- scientific article; zbMATH DE number 4032883 (Why is no real title available?)
- scientific article; zbMATH DE number 158461 (Why is no real title available?)
- scientific article; zbMATH DE number 1095739 (Why is no real title available?)
- scientific article; zbMATH DE number 3438157 (Why is no real title available?)
- scientific article; zbMATH DE number 1869272 (Why is no real title available?)
- Minimization of risks in pension funding by means of contributions and portfolio selection.
- Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good
- Optimal investment strategies and risk measures in defined contribution pension schemes.
- Optimal investment strategies in a CIR framework
- Optimal investment strategies in the presence of a minimum guarantee.
- Optimal investment strategy for defined contribution pension schemes
- Optimal Investment With Undiversifiable Income Risk
- Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
- Optimal pension funding through dynamic simulations: The case of Taiwan public employees retirement system
- Optimal pension management in a stochastic framework.
- Optimal risk management in defined benefit stochastic pension funds
- Optimum consumption and portfolio rules in a continuous-time model
- Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return
- Pension funding incorporating downside risks.
- Pension funding. The effect of changing the frequency of valuations
- Retirement saving with contribution payments and labor income as a benchmark for investments
- Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
- Stochastic control of funding systems.
- Stochastic investment returns and contribution rate risk in a defined benefit pension scheme
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
Cited in
(22)- Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
- Stochastic investment returns and contribution rate risk in a defined benefit pension scheme
- Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
- Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
- Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework
- Dynamic optimal adjustment policies of hybrid pension plans
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting
- Funding and investment decisions in a stochastic defined benefit pension plan with regime switching
- Mean-variance portfolio and contribution selection in stochastic pension funding
- Optimal decision on dynamic insurance price and investment portfolio of an insurer
- Optimal investment decisions with a liability: the case of defined benefit pension plans
- Optimal contributions in a defined benefit pension scheme with stochastic new entrants
- Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans
- Optimal pension investment problem with stochastic salary
- Heterogeneity-adjusted management of pension funds using adaptive representative agents
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting
- Optimal management of DB pension fund under both underfunded and overfunded cases
- Optimal strategies for collective defined contribution plans when the stock and labor markets are co-integrated
- Optimal investment and benefit strategies for a target benefit pension plan where the risky assets are jump diffusion processes
- Optimal hurdle rate and investment policy in lifetime pension pools
- Retirement saving with contribution payments and labor income as a benchmark for investments
This page was built for publication: Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2384582)
