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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Großbritannien"
~subject:"Stochastic process"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Glossary included"
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Search: subject:"Pensionskasse"
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Großbritannien
Stochastic process
Pension fund
76
Pensionskasse
76
Altersvorsorge
48
Retirement provision
48
Portfolio selection
43
Portfolio-Management
43
Theorie
42
Theory
42
Stochastischer Prozess
21
Betriebliche Altersversorgung
19
Occupational pension plan
19
Mortality
17
Private Altersvorsorge
17
Private retirement provision
17
Risiko
17
Risk
17
Sterblichkeit
17
Gesetzliche Rentenversicherung
16
Public pension system
16
Risikomanagement
12
Risk management
12
Dynamic programming
8
Overlapping Generations
8
Overlapping generations
8
Pension finance
8
Rentenfinanzierung
8
DC pension plan
7
Dynamische Optimierung
7
Lebensversicherung
7
Life insurance
7
Risikomodell
7
Risk model
7
Altersgrenze
6
Defined contribution pension plan
6
Fully funded system
6
Generationengerechtigkeit
6
Intergenerational equity
6
Kapitaldeckungsverfahren
6
Pay-as-you-go
6
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23
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Aufsatz im Buch
Aufsatz in Zeitschrift
Glossary included
Article in journal
23
Language
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English
23
Author
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Liang, Zongxia
6
Guan, Guohui
5
Gerrard, Russell
2
Lu, Yi
2
Wang, Suxin
2
Yao, Haixiang
2
Bertschi, Ljudmila
1
Blake, David
1
Cairns, Andrew
1
Chen, Son-nan
1
Chen, Zhiqiang
1
Clare, Andrew D.
1
Consiglio, Andrea
1
Delong, Łukasz
1
Donnelly, Catherine
1
Duarte, Thiago B.
1
Fiig Jarner, Søren
1
Guillén, Montserrat
1
Haberman, Steven
1
Hu, Jiaqi
1
Jang, Chul
1
Jian, Minjie
1
Lai, Gene C.
1
Lai, Yongzeng
1
Li, Zhongfei
1
Ma, Ming
1
Ma, Qinghua
1
Menoncin, Francesco
1
Nielsen, Jens Perch
1
Owadally, Iqbal
1
Pelsser, Antoon André Jean
1
Plat, Richard
1
Ponds, Eduard
1
Sanders, Barbara
1
Tang, Mei-Ling
1
Tolver Kronborg, Morten
1
Tumminello, Michele
1
Valladão, Davi M.
1
Veiga, Alvaro
1
Vigna, Elena
1
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Insurance / Mathematics & economics
Pensions : an international journal
17
Journal of pension economics and finance
10
European journal of operational research : EJOR
7
Journal of banking & finance
5
Pension fund risk management : financial and actuarial modeling
5
Risks : open access journal
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
La revue de l'IRES
4
The journal of business : B
4
Transfer : European review of labour and research ; quarterly review of the ETUI Research Department
4
Economic and environmental studies : a journal for sustainable development ; E&ES
3
Environment & planning
3
European journal of social security
3
Journal of mathematical finance
3
Les retraites complémentaires
3
Risk management and insurance review
3
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Astin bulletin : the journal of the International Actuarial Association
2
Computational Management Science : CMS
2
Corporate governance : an international review
2
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
2
Finance research letters
2
Financial history review
2
Fiscal studies : the journal of the Institute for Fiscal Studies
2
Human resource management journal
2
IMA journal of management mathematics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of financial analysis
2
Journal of pension economics and finance : JPEF
2
Journal of public budgeting, accounting & financial management
2
Journal of sustainable finance & investment
2
Optimal financial decision making under uncertainty
2
Pension fund economics and finance : efficiency, investments and risk-taking
2
Protecting pension rights in times of economic turmoil
2
Regulating private pension schemes : trends and challenges
2
Review of accounting studies
2
Socio-economic review
2
The European accounting review
2
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ECONIS (ZBW)
23
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1
Robust equilibrium strategies in a defined benefit pension plan game
Guan, Guohui
;
Hu, Jiaqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 193-217
Persistent link: https://www.econbiz.de/10013380514
Saved in:
2
Optimal investment for a retirement plan with deferred annuities
Owadally, Iqbal
;
Jang, Chul
;
Clare, Andrew D.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 51-62
Persistent link: https://www.econbiz.de/10012545262
Saved in:
3
Longevity risk and capital markets : the 2019-20 update
Blake, David
;
Cairns, Andrew
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 395-439
Persistent link: https://www.econbiz.de/10012649241
Saved in:
4
Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
Wang, Suxin
;
Lu, Yi
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 46-62
Persistent link: https://www.econbiz.de/10012133507
Saved in:
5
Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
Tang, Mei-Ling
;
Chen, Son-nan
;
Lai, Gene C.
;
Wu, Ting-Pin
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 87-104
Persistent link: https://www.econbiz.de/10011825223
Saved in:
6
Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling
;
Zhang, Hao
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
Saved in:
7
Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
Wang, Suxin
;
Lu, Yi
;
Sanders, Barbara
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011872903
Saved in:
8
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
9
Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints
Duarte, Thiago B.
;
Valladão, Davi M.
;
Veiga, Alvaro
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 177-188
Persistent link: https://www.econbiz.de/10011783945
Saved in:
10
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
Menoncin, Francesco
;
Vigna, Elena
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 172-184
Persistent link: https://www.econbiz.de/10011774817
Saved in:
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