Minimization of risks in defined benefit pension plan with time-inconsistent preferences
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Publication:4620142
DOI10.1002/ASMB.2148zbMATH Open1420.91150OpenAlexW2154043508MaRDI QIDQ4620142FDOQ4620142
Authors: Qian Zhao, Rongming Wang, Jiaqin Wei 
Publication date: 8 February 2019
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.2148
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- Continuous-time optimal pension indexing in pay-as-you-go systems
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
- 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
- Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan
- 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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