Optimal asset allocation for DC pension decumulation with a variable spending rule
Year of publication: |
2020
|
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Authors: | Forsyth, Peter A. ; Vetzal, Kenneth R. ; Westmacott, Graham |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 2, p. 419-447
|
Subject: | DC pension plans | decumulation | optimal control | HJB equation | annually recalculated virtual annuity | Altersvorsorge | Retirement provision | Private Altersvorsorge | Private retirement provision | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Theorie | Theory | Betriebliche Altersversorgung | Occupational pension plan | Rentenfinanzierung | Pension finance |
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