Narrow search
Showing 1 - 10 of 16,913
Cover Image
Do optimists plan for retirement? : a behavioural explanation for non-participation in pension schemes
Balasuriya, Jiayi; Gough, Orla; Vasileva, Kristina - In: Economics letters 125 (2014) 3, pp. 396-399
Persistent link: https://www.econbiz.de/10010506559
Cover Image
Fixed and variable longevity income annuities in defined contribution plans : optimal retirement portfolios taking social security into account
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - In: The journal of risk & insurance 90 (2023) 4, pp. 831-860
Persistent link: https://www.econbiz.de/10014443608
Cover Image
Fixed and variable longevity annuities in defined contribution plans : optimal retirement portfolios taking social security into account
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - 2023
This paper investigates retirees' optimal purchases of fixed and variable longevity income annuities using their defined contribution (DC) plan assets and given their expected Social Security benefits. As an alternative, we also evaluate using plan assets to boost Social Security benefits...
Persistent link: https://www.econbiz.de/10013554899
Cover Image
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
Cover Image
Comparing Costs and Risks of Retirement Plans for Sponsors
Pang, Gaobo - 2012
benefit (DB), pension equity (PE), cash balance (CB), and defined contribution (DC) retirement plans. Plan provisions of …
Persistent link: https://www.econbiz.de/10013116013
Cover Image
The economics of sharing macro-longevity risk
Broeders, Dirk; Mehlkopf, Roel; Ool, Annick van - In: Insurance / Mathematics & economics 99 (2021), pp. 440-458
Persistent link: https://www.econbiz.de/10012649242
Cover Image
Glide paths for a retirement plan with deferred annuities
Jang, Chul; Clare, Andrew D.; Owadally, Iqbal - In: Journal of pension economics and finance : JPEF 21 (2022) 4, pp. 565-581
Persistent link: https://www.econbiz.de/10013426519
Cover Image
Target-Driven Investing : Optimal Investment Strategies in Defined Contribution Pension Plans Under Loss Aversion
Blake, David P. - 2011
Assuming loss aversion, stochastic investment and labor income processes, and a path-dependent target fund, we show that the optimal investment strategy for defined contribution pension plan members is a target-driven 'threshold' strategy. With this strategy, the equity allocation is increased...
Persistent link: https://www.econbiz.de/10013118086
Cover Image
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
insufficient to fund desired retirement cash flows. We compare the outcomes of various asset allocation strategies for a typical DC … probability that portfolio values at retirement will be insufficient to provide adequate retirement incomes is relatively high …
Persistent link: https://www.econbiz.de/10012022143
Cover Image
Target-Driven Investing : Optimal Investment Strategies in Defined Contribution Pension Plans Under Loss Aversion
Blake, David P. - 2016
Assuming the loss aversion framework of Tversky and Kahneman (1992), stochastic investment and labour income processes, and a path-dependent fund target, we show that the optimal investment strategy for defined contribution pension plan members is a target-driven ‘threshold' strategy, whereby...
Persistent link: https://www.econbiz.de/10012997284