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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Occupational pension plan"
~subject:"Retirement provision"
~subject:"Stochastischer Prozess"
~subject:"United Kingdom"
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Occupational pension plan
Retirement provision
Stochastischer Prozess
United Kingdom
Pension fund
76
Pensionskasse
76
Altersvorsorge
48
Portfolio selection
43
Portfolio-Management
43
Theorie
42
Theory
42
Stochastic process
21
Betriebliche Altersversorgung
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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English
61
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Liang, Zongxia
8
Guan, Guohui
5
Li, Zhongfei
5
Zeng, Yan
4
Yao, Haixiang
3
Cairns, Andrew
2
Chen, Zheng
2
Devolder, Pierre
2
Donnelly, Catherine
2
Gerrard, Russell
2
Guillén, Montserrat
2
He, Lin
2
Josa-Fombellida, Ricardo
2
Lin, Yijia
2
Lu, Yi
2
Milevsky, Moshe Arye
2
Nielsen, Jens Perch
2
Sun, Jingyun
2
Wang, Pei
2
Wang, Suxin
2
Zhang, Ling
2
Ai, Jing
1
Alonso-García, J.
1
Alonso-García, Jennifer
1
Andréasson, Johan G.
1
Beetsma, R. M. W. J.
1
Beetsma, Roel
1
Berstein J., Solange
1
Bertschi, Ljudmila
1
Bian, Lihua
1
Blake, David
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Boado-Penas, M. Carmen
1
Boonen, Tim J.
1
Brinker, Leonie V.
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Brockett, Patrick L.
1
Broeders, Dirk
1
Bégin, Jean-François
1
Castaneda, Ranu
1
Chen, An
1
Chen, Damiaan H. J.
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Insurance / Mathematics & economics
Journal of pension economics and finance
66
Pensions : an international journal
56
NBER working paper series
51
NBER Working Paper
37
Discussion paper / The Pensions Institute, Cass Business School, City University
36
Working paper / National Bureau of Economic Research, Inc.
36
Netspar Discussion Paper
30
Journal of pension economics and finance : JPEF
29
Risks : open access journal
21
Netspar academic series
18
Journal of banking & finance
17
CESifo working papers
15
International social security review
14
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
13
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
13
Der Betrieb
12
Applied economics
11
Australian journal of management
11
Developing an annuity market in Europe
11
Journal of economic behavior & organization : JEBO
11
Pacific-Basin finance journal
11
DNB working paper
10
DNB working papers
10
Discussion paper series / IZA
10
Financial services review : the journal of individual financial management
10
Retirement provision in scary markets
10
Working paper
10
De Nederlandsche Bank Working Paper
9
European journal of operational research : EJOR
9
Finance research letters
9
Protecting pension rights in times of economic turmoil
9
The journal of corporate finance : contracting, governance and organization
9
UBS paper
9
Discussion paper / Tinbergen Institute
8
Discussion papers / CEPR
8
Investment management and financial innovations
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Journal of public economics
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Policy research working paper : WPS
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World Bank E-Library Archive
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ECONIS (ZBW)
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41
A stochastic Nash equilibrium portfolio game between two DC pension funds
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 237-244
Persistent link: https://www.econbiz.de/10011597279
Saved in:
42
Optimal retirement income tontines
Milevsky, Moshe Arye
;
Salisbury, Thomas S.
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 91-105
Persistent link: https://www.econbiz.de/10011397946
Saved in:
43
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia
;
Ma, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Saved in:
44
Less is more : increasing retirement gains by using an upside terminal wealth constraint
Donnelly, Catherine
;
Gerrard, Russell
;
Guillén, Montserrat
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 259-267
Persistent link: https://www.econbiz.de/10011398052
Saved in:
45
Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
Wu, Huiling
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 396-408
Persistent link: https://www.econbiz.de/10011398120
Saved in:
46
Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims
He, Lin
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 227-234
Persistent link: https://www.econbiz.de/10010515880
Saved in:
47
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
Saved in:
48
Designing and pricing guarantee options in defined contribution pension plans
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 267-279
Persistent link: https://www.econbiz.de/10011428673
Saved in:
49
Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds : a practical approach
Wan, Cheng
;
Bertschi, Ljudmila
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 66-75
Persistent link: https://www.econbiz.de/10011349851
Saved in:
50
De-risking defined benefit plans
Lin, Yijia
;
MacMinn, Richard D.
;
Tian, Ruilin
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 52-65
Persistent link: https://www.econbiz.de/10011349853
Saved in:
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