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Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 905-938
Persistent link: https://www.econbiz.de/10012656736
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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
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Optimal asset allocation for DC pension decumulation with a variable spending rule
Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 419-447
Persistent link: https://www.econbiz.de/10012243346
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A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans
Li, Yuying; Forsyth, Peter A. - In: Insurance / Mathematics & economics 86 (2019), pp. 189-204
Persistent link: https://www.econbiz.de/10012058861
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Modelling mortality for pension schemes
Hunt, Andrew; Blake, David - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 601-629
Persistent link: https://www.econbiz.de/10011729641
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Smart defaults : Determining the number of default funds in a pension scheme
Blake, David; Duffield, Mel; Tonks, Ian; Haig, Alistair; … - In: The British accounting review : the journal of the … 54 (2022) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10013383567