Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
Year of publication: |
January 2018
|
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Authors: | Tang, Mei-Ling ; Chen, Son-nan ; Lai, Gene C. ; Wu, Ting-Pin |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 78.2018, p. 87-104
|
Subject: | Asset allocation | Defined contribution pension plan | Stochastic interest rate | Inflation-indexed bond | Minimum guarantee | Theorie | Theory | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Private Altersvorsorge | Private retirement provision |
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