Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
Suxin Wang, Yi Lu
| Year of publication: |
2019
|
|---|---|
| Authors: | Wang, Suxin ; Lu, Yi |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 89.2019, p. 46-62
|
| Subject: | Hamilton-Jacobi-Bellman equation | Hybrid pension plan | Intergenerational risk sharing | Loss function | Optimal investment | Stochastic optimal control | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Betriebliche Altersversorgung | Occupational pension plan | Altersvorsorge | Retirement provision | Risiko | Risk | Overlapping Generations | Overlapping generations | Kontrolltheorie | Control theory | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012133507