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Defined contribution pension plans : who has seen the risk?

Forsyth, Peter A.; Vetzal, Kenneth R. - In: Journal of risk and financial management : JRFM 12 (2019) 2/70, pp. 1-27

The trend towards eliminating defined benefit (DB) pension plans in favour of defined contribution (DC) plans implies that increasing numbers of pension plan participants will bear the risk that final realized portfolio values may be insufficient to fund desired retirement cash flows. We compare...

Persistent link: https://www.econbiz.de/10012022143

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

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

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

Optimal asset allocation for retirement saving : deterministic vs. time consistent adaptive strategies

Forsyth, Peter A.; Vetzal, Kenneth R. - In: Applied mathematical finance 26 (2019) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10012210256