Similar Search Results

Stochastische Liability-Modelle für Vorsorgeeinrichtungen : mit Anwendungen im Asset- & Liability-Management

Jacoby, Ulrich - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003000941

Investment strategies in the funded pillar of the Slovak pension system

Melicherčík, Igor; Szűcs, Gábor; Vilček, Igor - In: Ekonomický časopis : časopis pre ekonomickú … 63 (2015) 2, pp. 133-151

Persistent link: https://www.econbiz.de/10011341456

Quantification of longevity risk for pension insurance in V4 countries

Gogola, Ján - In: Ekonomický časopis : časopis pre ekonomickú … 65 (2017) 8, pp. 751-762

Persistent link: https://www.econbiz.de/10012151877

Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework

Menoncin, Francesco; Vigna, Elena - In: Insurance / Mathematics & economics 76 (2017), pp. 172-184

Persistent link: https://www.econbiz.de/10011774817

The Italian pension gap : a stochastic optimal control approach

Milazzo, Alessandro; Vigna, Elena - In: Risks : open access journal 6 (2018) 2, pp. 1-20

We study the gap between the state pension provided by the Italian pension system pre-Dini reform and post-Dini reform. The goal is to fill the gap between the old and the new pension by joining a defined contribution pension scheme and adopting an optimal investment strategy that is...

Persistent link: https://www.econbiz.de/10011866511