Optimal defined-contribution pension management with financial and mortality risks
Wenyuan Li and Pengyu Wei
| Year of publication: |
2024
|
|---|---|
| Authors: | Li, Wenyuan ; Wei, Pengyu |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 54.2024, 3, p. 546-568
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| Subject: | Defined-contribution pension plan | inflation risk | interest rate risk | life insurance | mortality risk | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Risiko | Risk | Altersvorsorge | Retirement provision | Risikomodell | Risk model | Pensionskasse | Pension fund | Theorie | Theory | Zinsrisiko | Interest rate risk | Portfolio-Management | Portfolio selection | Private Altersvorsorge | Private retirement provision | Betriebliche Altersversorgung | Occupational pension plan | Inflation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2024.22 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015154561