Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
Huiling Wu; Yan Zeng
| Year of publication: |
2015
|
|---|---|
| Authors: | Wu, Huiling ; Zeng, Yan |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 396-408
|
| Subject: | Defined-contribution pension scheme | Equilibrium investment strategy | Mortality risk | Generalized mean-variance criterion | Time-inconsistency | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Theorie | Theory | Pensionskasse | Pension fund | Altersvorsorge | Retirement provision | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011398120