On valuation and investments of pension plans in discrete incomplete markets
Year of publication: |
2023
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Authors: | Anthropelos, Michail ; Blontzou, Evmorfia |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 6, Art.-No. 103, p. 1-24
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Subject: | valuation of pension plans | defined benefit scheme | super-hedging price | utility maximization for pension funds | early exit from pension plan | Pensionskasse | Pension fund | Betriebliche Altersversorgung | Occupational pension plan | Altersvorsorge | Retirement provision | Theorie | Theory | Rentenfinanzierung | Pension finance | Gesetzliche Rentenversicherung | Public pension system | Portfolio-Management | Portfolio selection |
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