Sharing of longevity basis risk in pension schemes with income-drawdown guarantees
Year of publication: |
[2020]
|
---|---|
Authors: | Agarwal, Ankush ; Ewald, Christian ; Wang, Yongjie |
Publisher: |
[Glasgow] : [Adam Smith Business School] |
Subject: | pension scheme | longevity basis risk | mortality-linked instrument | stochastic control | dynamic programming principle | Sterblichkeit | Mortality | Pensionskasse | Pension fund | Altersvorsorge | Retirement provision | Risikomodell | Risk model | Gesetzliche Rentenversicherung | Public pension system | Risiko | Risk | Theorie | Theory | Portfolio-Management | Portfolio selection | Hedging | Stochastischer Prozess | Stochastic process | Risikomanagement | Risk management | Private Altersvorsorge | Private retirement provision | Versicherungsmathematik | Actuarial mathematics |
Extent: | 1 Online-Ressource (circa 28 Seiten) Illustrationen |
---|---|
Series: | Working paper series : paper .... - [Glasgow] : [University of Glasgow, Adam Smith Business School], ZDB-ID 3079764-0. - Vol. paper no. 2020, 18 (February 2020) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Hedging longevity risk in defined contribution pension schemes
Agarwal, Ankush, (2023)
-
Quantification of longevity risk for pension insurance in V4 countries
Gogola, Ján, (2017)
-
Actuarial fairness and solidarity in pooled annuity funds
Donnelly, Catherine W., (2015)
- More ...
-
Hedging longevity risk in defined contribution pension schemes
Agarwal, Ankush, (2023)
-
Hedging Longevity Risk in Defined Contribution Pension Schemes
Agarwal, Ankush, (2020)
-
Sharing of Longevity Basis Risk in Pension Schemes With Income-Drawdown Guarantees
Agarwal, Ankush, (2020)
- More ...