Target Benefit Pension with Longevity Risk and Stochastic Interest Rate
Year of publication: |
[2023]
|
---|---|
Authors: | Tao, Cheng ; Rong, Ximin ; Zhao, Hui |
Publisher: |
[S.l.] : SSRN |
Subject: | Sterblichkeit | Mortality | Zins | Interest rate | Altersvorsorge | Retirement provision | Risiko | Risk |
-
Annuities, bequests, and portfolio diversification
Albis, Hippolyte d’, (2010)
-
Dai, Tian-Shyr, (2015)
-
Shoven, John B., (2013)
- More ...
-
Target benefit pension plan with longevity risk and intergenerational equity
Rong, Ximin, (2023)
-
Investment and Consumption Problem with Unemployment and Reemployment Driven by Regime Switching
Rong, Ximin, (2022)
-
Tao, Cheng, (2023)
- More ...