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Managing contribution and capital market risk in a funded public defined benefit plan : impact of CVaR cost constraints
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10009517602
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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
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A new defined benefit pension risk measurement methodology
Ai, Jing; Brockett, Patrick L.; Jacobson, Allen F. - In: Insurance / Mathematics & economics 63 (2015), pp. 40-51
Persistent link: https://www.econbiz.de/10011349856
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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
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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
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Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Li, Danping; Rong, Ximin; Zhao, Hui; Yi, Bo - In: Insurance / Mathematics & economics 72 (2017), pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
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Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial markets
Kurtbegu, Enareta - In: Insurance / Mathematics & economics 78 (2018), pp. 286-300
Persistent link: https://www.econbiz.de/10011825309
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Evaluating the UK and Dutsch defined-benefit pension policies using the holistic balance sheet framework
Chen, Zhiqiang; Pelsser, Antoon André Jean; Ponds, Eduard - In: Insurance / Mathematics & economics 58 (2014), pp. 89-102
Persistent link: https://www.econbiz.de/10010437623
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A stochastic simulation procedure for pension schemes
Bacinello, Anna Rita - In: Insurance / Mathematics & economics 7 (1988) 3, pp. 153-161
Persistent link: https://www.econbiz.de/10001058135
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Optimal asset allocation for DC pension plans under inflation
Han, Nan-wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 172-181
Persistent link: https://www.econbiz.de/10009558144