Benefit uncertainty and default risk in pension plans

DOI10.1016/j.insmatheco.2005.04.007zbMath1129.91333OpenAlexW2038760288MaRDI QIDQ817282

Zaki Khorasanee

Publication date: 8 March 2006

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.04.007

zbMATH Keywords

overlapping generationsdefault riskdefined-benefit planhybrid planmean-variance efficient

Mathematics Subject Classification ID

Cites Work

• Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
• Stochastic pension fund modelling
• Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
• Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans
• Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return
• Unnamed Item