Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims
Year of publication: |
2015
|
---|---|
Authors: | He, Lin ; Liang, Zongxia |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 227-234
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Subject: | Compulsory conversion claims | DC pension plan | Optimal asset allocation | Optimal benefit outgo | HJB equations | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Betriebliche Altersversorgung | Occupational pension plan | Altersvorsorge | Retirement provision | Gesetzliche Rentenversicherung | Public pension system | Rentenfinanzierung | Pension finance |
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