Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
Haixiang Yao, Ping Chen, Xun Li
| Year of publication: |
November 2016
|
|---|---|
| Authors: | Yao, Haixiang ; Chen, Ping ; Li, Xun |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 71.2016, p. 103-113
|
| Subject: | Contribution pension funds | Multi-period mean-variance | Regime switching | Mortality risk | Dynamic programming | Pensionskasse | Pension fund | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Dynamische Optimierung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.08.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011630616