Optimal DB-PAYGO pension management towards a habitual contribution rate
Lin He, Zongxia Liang, Fengyi Yuan
| Year of publication: |
2020
|
|---|---|
| Authors: | He, Lin ; Liang, Zongxia ; Yuan, Fengyi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 94.2020, p. 125-141
|
| Subject: | DB-PAYGO pension management | Unstable contribution risk | Discontinuity risk | Habitual target | Lagrange dual method | Pensionskasse | Pension fund | Risikomanagement | Risk management | Theorie | Theory | Private Altersvorsorge | Private retirement provision | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012419185