Performance measurement of pension strategies: a case study of Danish life-cycle products
DOI10.1080/03461238.2010.546138zbMATH Open1279.91096OpenAlexW3121660533MaRDI QIDQ2868596FDOQ2868596
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
Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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Cited In (10)
- Dynamic consumption and portfolio choice under prospect theory
- Forecasting benchmarks of long-term stock returns via machine learning
- Affordable and adequate annuities with stable payouts: fantasy or reality?
- Scenario-based life insurance prognoses in a multi-state Markov model
- Macro longevity risk and the choice between annuity products: evidence from Denmark
- Accounting and actuarial smoothing of retirement payouts in participating life annuities
- Nonparametric long term prediction of stock returns with generated bond yields
- IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH
- Less is more: increasing retirement gains by using an upside terminal wealth constraint
- Nonparametric prediction of stock returns based on yearly data: the long-term view
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