Performance measurement of pension strategies: a case study of Danish life cycle products
From MaRDI portal
Publication:2866309
DOI10.1080/03461238.2010.537835zbMath1279.91095MaRDI QIDQ2866309
Kitt Skovsø Petersen, Ana M. Pérez-Marín, Jens Perch Nielsen, Montserrat Guillen
Publication date: 13 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2010.537835
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B74: Economic models of real-world systems (e.g., electricity markets, etc.)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
- Valuation of life insurance surrender and exchange options
- Optimal investment and life insurance strategies under minimum and maximum constraints
- Valuation of intergenerational transfers in funded collective pension schemes
- Intervention options in life insurance
- Portfolio choice with endogenous utility: a large deviations approach.
- Mutual fund evaluation: a portfolio insurance approach. A heuristic application in Spain
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
- Modelling and management of mortality risk: a review
- On systematic mortality risk and risk-minimization with survivor swaps
- The evolution of death rates and life expectancy in Denmark
- Reference mortality K2004 of personal life insurance policies in Finland
- Can stocks help mend the asset and liability mismatch?
- Quadratic Optimization of Life and Pension Insurance Payments
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
- Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
- Arbitrage Theory in Continuous Time
- Optimal investment strategy for defined contribution pension schemes