Hedging longevity risk in defined contribution pension schemes
Ankush Agarwal, Christian-Oliver Ewald, Yongjie Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Agarwal, Ankush ; Ewald, Christian ; Wang, Yongjie |
| Subject: | Defined contribution pension scheme | Dynamic programming principle | Longevity bond | Stochastic control | Sterblichkeit | Mortality | Pensionskasse | Pension fund | Hedging | Altersvorsorge | Retirement provision | Portfolio-Management | Portfolio selection | Private Altersvorsorge | Private retirement provision | Risikomodell | Risk model | Gesetzliche Rentenversicherung | Public pension system | Dynamische Optimierung | Dynamic programming | Risikomanagement | Risk management | Theorie | Theory | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-023-00440-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014228476