Asset allocation for a DC pension fund with stochastic income and mortality risk : a multi-period mean–variance framework
Haixiang Yao; Yongzeng Lai; Qinghua Ma; Minjie Jian
| Year of publication: |
2014
|
|---|---|
| Authors: | Yao, Haixiang ; Lai, Yongzeng ; Ma, Qinghua ; Jian, Minjie |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 54.2014, p. 84-92
|
| Subject: | Asset allocation | Defined contribution pension fund | Multi-period mean–variance | Stochastic income | Mortality risk | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Sterblichkeit | Mortality | Theorie | Theory | Risiko | Risk | Stochastischer Prozess | Stochastic process | Altersvorsorge | Retirement provision |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010259667