Similar Search Results

Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee

Tang, Mei-Ling; Chen, Son-nan; Lai, Gene C.; Wu, Ting-Pin - In: Insurance / Mathematics & economics 78 (2018), pp. 87-104

Persistent link: https://www.econbiz.de/10011825223

Optimal investment management for a defined contribution pension fund under imperfect information

Zhang, Ling; Zhang, Hao; Yao, Haixiang - In: Insurance / Mathematics & economics 79 (2018), pp. 210-224

Persistent link: https://www.econbiz.de/10011825476

On integrated chance constraints in alm for pension funds

Toukourou, Youssouf A. F.; Boutin-Dufresne, François - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 571-609

Persistent link: https://www.econbiz.de/10011875667

Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching

Chen, Zhiping; Wang, Liyuan; Chen, Ping; Yao, Haixiang - In: International journal of theoretical and applied finance 22 (2019) 6, pp. 1-33

Persistent link: https://www.econbiz.de/10012153045

Life cycle versus balanced funds : an emerging market perspective

Louw, Elbie; Van Schalkwyk, Cornelis Hendrik; Reyers, … - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10011778237

Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints

Duarte, Thiago B.; Valladão, Davi M.; Veiga, Alvaro - In: Insurance / Mathematics & economics 77 (2017), pp. 177-188

Persistent link: https://www.econbiz.de/10011783945

Optimal multistage defined-benefit pension fund management

Consigli, Giorgio; Moriggia, Vittorio; Benincasa, Elena; … - In: Handbook of recent advances in commodity and financial …, (pp. 267-296). 2018

Persistent link: https://www.econbiz.de/10011898658

Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility

Wang, Pei; Li, Zhongfei - In: Insurance / Mathematics & economics 80 (2018), pp. 67-83

Persistent link: https://www.econbiz.de/10011872914

Optimal investment strategy for DC pension schemes under partial information

Ban, Manli; He, Hua; Liang, Xiaoqing - In: Risks : open access journal 10 (2022) 11, pp. 1-20

We consider a defined-contribution (DC)-pension-fund-management problem under partial information. The fund manager is allowed to invest the wealth from the fund account into a financial market consisting of a risk-free account, a stock and a rolling bond. The aim of the fund manager is to...

Persistent link: https://www.econbiz.de/10014226044

Surplus optimization in defined benefit pensions using the regime-switching model : occupational pension plans in South Korea

Jung, Hyeonjong; Lee, Dong-Hwa; Cheong, Do Young - In: Asia-Pacific journal of financial studies 51 (2022) 5, pp. 709-734

Persistent link: https://www.econbiz.de/10014240165