Minimization of risks in defined benefit pension plan with time-inconsistent preferences
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Publication:4620142
Recommendations
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting
- Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo
- Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting
- Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework
Cited in
(8)- Time consistent pension funding in a defined benefit pension plan with non-constant discounting
- Continuous-time optimal pension indexing in pay-as-you-go systems
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
- Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan
- Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting
- Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility
- Time-consistent pension policy with minimum guarantee and sustainability constraint
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