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Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
Yao, Haixiang; Chen, Ping; Li, Xun - In: Insurance / Mathematics & economics 71 (2016), pp. 103-113
Persistent link: https://www.econbiz.de/10011630616
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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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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
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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
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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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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
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Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 69 (2016), pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
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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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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
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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