Performance measurement of pension strategies: a case study of Danish life-cycle products
DOI10.1080/03461238.2010.546138zbMATH Open1279.91096OpenAlexW3121660533MaRDI QIDQ2868596FDOQ2868596
Authors: Montserrat Guillen, Jens Perch Nielsen, Ana M. Pérez-Marín, Kitt Skovsø Petersen 
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
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Cited In (11)
- 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
- Performance measurement of pension strategies: a case study of Danish life cycle products
- 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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