Long-term real dynamic investment planning

DOI10.1016/J.INSMATHECO.2020.03.002zbMATH Open1445.91058OpenAlexW3012221231MaRDI QIDQ784398FDOQ784398

Munir Hiabu, Peter Vodička, Russell Gerrard, Jens Perch Nielsen

Publication date: 3 August 2020

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.03.002

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zbMATH Keywords

econometricsstrategyoptimal investmentlong-term investmentforecasting returnsnonmyopic strategy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Cites Work

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• Communication and personal selection of pension saver's financial risk
• Affordable and adequate annuities with stable payouts: fantasy or reality?
• Modern tontine with bequest: innovation in pooled annuity products
• Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
• Valuation of an early exercise defined benefit underpin hybrid pension
• IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH

Cited In (1)

• On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging

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