Investment Policy for Defined-Contribution Pension Scheme Members Close to Retirement
From MaRDI portal
Publication:5718083
DOI10.1080/10920277.2000.10595892zbMath1083.91527OpenAlexW1539115613MaRDI QIDQ5718083
Philip Booth, Yakoub H. Yakoubov
Publication date: 13 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2000.10595892
Related Items (10)
Dynamic optimal adjustment policies of hybrid pension plans ⋮ Intergenerational sharing of unhedgeable inflation risk ⋮ Stochastic optimal control of annuity contracts. ⋮ Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model ⋮ Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund ⋮ Optimal investment strategy for defined contribution pension schemes ⋮ A general optimization framework for the annuity contracts with multiscale stochastic volatility ⋮ Unhedgeable inflation risk within pension schemes ⋮ The Management of Decumulation Risks in a Defined Contribution Pension Plan ⋮ Choosing the optimal annuitization time post-retirement
Cites Work
This page was built for publication: Investment Policy for Defined-Contribution Pension Scheme Members Close to Retirement
