Optimal asset allocation for DC pension decumulation with a variable spending rule
by Peter A. Forsyth, Kenneth R. Vetzal and Graham Westmacott
| Year of publication: |
2020
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|---|---|
| Authors: | Forsyth, Peter ; Vetzal, Kenneth R. ; Westmacott, Graham |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 2, p. 419-447
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| Subject: | DC pension plans | decumulation | optimal control | HJB equation | annually recalculated virtual annuity | Theorie | Theory | Portfolio-Management | Portfolio selection | Private Altersvorsorge | Private retirement provision | Altersvorsorge | Retirement provision | Pensionskasse | Pension fund | Betriebliche Altersversorgung | Occupational pension plan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012243346