Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims
Lin He; Zongxia Liang
| Year of publication: |
2015
|
|---|---|
| Authors: | He, Lin ; Liang, Zongxia |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 227-234
|
| Subject: | Compulsory conversion claims | DC pension plan | Optimal asset allocation | Optimal benefit outgo | HJB equations | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Betriebliche Altersversorgung | Occupational pension plan | Altersvorsorge | Retirement provision | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010515880