Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
Mei-Ling Tang, Son-Nan Chen, Gene C. Lai, Ting-Pin Wu
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Tang, Mei-Ling ; Chen, Son-nan ; Lai, Gene C. ; Wu, Ting-Pin |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 78.2018, p. 87-104
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| Subject: | Asset allocation | Defined contribution pension plan | Stochastic interest rate | Inflation-indexed bond | Minimum guarantee | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Theorie | Theory | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Private Altersvorsorge | Private retirement provision | Altersvorsorge | Retirement provision | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825223