The optimal cyclical design for a target benefit pension plan
Year of publication: |
2023
|
---|---|
Authors: | Lv, Chen ; Li, Danping ; Wang, Yumin ; Zhu, Xiaobai |
Published in: |
Journal of pension economics and finance : JPEF. - Cambridge : Cambridge Univ. Press, ISSN 1475-3022, ZDB-ID 2079705-9. - Vol. 22.2023, 3, p. 284-303
|
Subject: | Hamilton-Jacobi-Bellman equation | optimal cyclical design | regime switching model | target benefit pension plan | Theorie | Theory | Betriebliche Altersversorgung | Occupational pension plan | Altersvorsorge | Retirement provision | Gesetzliche Rentenversicherung | Public pension system |
-
Watson, Robert, (2008)
-
Guaranteeing retirement income
Lachance, Marie-Eve, (2004)
-
Generational accounting, solidarity and pension losses
Teulings, Coen N., (2003)
- More ...
-
Optimal VIX-linked structure for the target benefit pension plan
Lv, Chen, (2024)
-
Optimal investment and consumption strategies for pooled annuity with partial information
Xie, Lin, (2023)
-
A continuous-time theory of reinsurance chains
Lv, Chen, (2020)
- More ...