The stochastic actuarial models and simulation about retirement annuity under flexible retirement system

DOI10.3969/J.ISSN.1005-3085.2016.02.001MaRDI QIDQ2993989zbMATH OpenFDO

Authors Rong Sun

Publication date 10 August 2016

zbMATH Keywords

actuarial modelsflexible retirement systemretirement annuity

Mathematics Subject Classification ID

Recommendations

• Dynamic simultaneous management of pension annuity payments and asset allocation strategy (an asset-liability model within a stochastic framework)
• Reserves and cash flows under stochastic retirement
• Annuity uncertainty with stochastic mortality and interest rates
• Stochastic actuarial valuations in double-indexed pension annuity assessment
• A Retirement Plan Based on Fixed Accumulation and Variable Accrual

Cited in

(1)

• Reserves and cash flows under stochastic retirement

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