The role of longevity-indexed bond in risk management of aggregated defined benefit pension scheme
Year of publication: |
2024
|
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Authors: | Zhang, Xiaoyi ; Guo, Junyi |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 3, Art.-No. 49, p. 1-17
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Subject: | asset allocation | DB pension plan | HJB equation | longevity-indexed bond | solvency risk management | stochastic optimal control | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Altersvorsorge | Retirement provision | Anleihe | Bond | Stochastischer Prozess | Stochastic process | Betriebliche Altersversorgung | Occupational pension plan | Theorie | Theory |
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