Optimal Investment Strategies for Pension Funds with Regulation-Conform Dynamic Pension Payment Management in the Absence of Guarantees
Year of publication: |
[2021]
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Authors: | Lichtenstern, Andreas ; Zagst, Rudi |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Pensionskasse | Pension fund | Altersvorsorge | Retirement provision | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: European Actuarial Journal Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 18, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3702372 [DOI] |
Classification: | G11 - Portfolio Choice ; G22 - Insurance; Insurance Companies ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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