Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization

DOI10.1017/ASB.2023.18zbMATH Open1548.91091MaRDI QIDQ6569737FDOQ6569737

Authors: An Chen, Motonobu Kanagawa, Fangyuan Zhang 

Publication date: 9 July 2024

Published in: ASTIN Bulletin (Search for Journal in Brave)

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zbMATH Keywords

defined contributionBayesian optimizationintergenerational risk sharingautomatic adjustment rule

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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