Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
Suxin Wang, Yi Lu, Barbara Sanders
| Year of publication: |
May 2018
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|---|---|
| Authors: | Wang, Suxin ; Lu, Yi ; Sanders, Barbara |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 80.2018, p. 1-14
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| Subject: | Target benefit plan | Intergenerational risk sharing | Hamilton-Jacobi-Bellman equation | Stochastic optimal control | Optimal investment | Portfolio-Management | Portfolio selection | Generationengerechtigkeit | Intergenerational equity | Altersvorsorge | Retirement provision | Overlapping Generations | Overlapping generations | Risiko | Risk | Kontrolltheorie | Control theory | Risikomanagement | Risk management | Betriebliche Altersversorgung | Occupational pension plan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011872903