scientific article; zbMATH DE number 7266470

DOI10.3969/J.ISSN.1005-3085.2020.03.009zbMATH Open1463.91124MaRDI QIDQ5129474FDOQ5129474

Authors: Xiaoyi Zhang 

Publication date: 27 October 2020

Title of this publication is not available (Why is that?)

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zbMATH Keywords

longevity riskHJB equationstochastic optimal controlDC pension planlongevity bond

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Optimal stochastic control (93E20)

Cited In (5)

• Optimal longevity risk transfer and investment strategies
• Optimal investment of DC pension plan under loss aversion and LEL constraint
• The role of a longevity insurance for defined contribution pension systems
• The role of longevity bonds in optimal portfolios
• Hedging longevity risk in defined contribution pension schemes

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