Benefit volatility-targeting strategies in lifetime pension pools
Jean-François Bégin, Barbara Sanders
| Year of publication: |
2024
|
|---|---|
| Authors: | Bégin, Jean-François ; Sanders, Barbara |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 118.2024, p. 72-94
|
| Subject: | Investment risk | Investment-linked annuity benefits | Longevity risk | Mortality credits | Pooled annuity | Sterblichkeit | Mortality | Altersvorsorge | Retirement provision | Lebensversicherung | Life insurance | Risikomodell | Risk model | Private Altersvorsorge | Private retirement provision | Investitionsrisiko | Pensionskasse | Pension fund | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Leibrente | Life annuity | Risiko | Risk | Gesetzliche Rentenversicherung | Public pension system |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015067021