The Management of Decumulation Risks in a Defined Contribution Pension Plan
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Cites work
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- Dynamic approaches to pension funding
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- Investment Policy for Defined-Contribution Pension Scheme Members Close to Retirement
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Cited in
(31)- Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
- Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
- Individual optimal pension allocation under stochastic dominance constraints
- Communication and personal selection of pension saver's financial risk
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- Optimal investment strategy post retirement without ruin possibility: a numerical algorithm
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- Income drawdown option with minimum guarantee
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- Relative choice models for income drawdown in a defined contribution pension scheme
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- Optimal additional voluntary contribution in DC pension schemes to manage inadequacy risk
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