Performance measurement of pension strategies: a case study of Danish life-cycle products

DOI10.1080/03461238.2010.546138zbMath1279.91096MaRDI QIDQ2868596

Ana M. Pérez-Marín, Montserrat Guillen, Kitt Skovsø Petersen, Jens Perch Nielsen

Publication date: 17 December 2013

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2010.546138

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

Related Items

IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH, Nonparametric long term prediction of stock returns with generated bond yields, Less is more: increasing retirement gains by using an upside terminal wealth constraint, Forecasting benchmarks of long-term stock returns via machine learning, Nonparametric prediction of stock returns based on yearly data: the long-term view, Dynamic consumption and portfolio choice under prospect theory, Scenario-based life insurance prognoses in a multi-state Markov model, Accounting and actuarial smoothing of retirement payouts in participating life annuities, Affordable and adequate annuities with stable payouts: fantasy or reality?

Uses Software

• QRM

Cites Work

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