Optimal management of DB pension fund under both underfunded and overfunded cases
Guohui Guan, Zongxia Liang and Yi Xia
| Year of publication: |
2024
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|---|---|
| Authors: | Guan, Guohui ; Liang, Zongxia ; Xia, Yi |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2024.2024, 6, p. 583-624
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| Subject: | DB pension plan | efficient frontier | expected utility | Risk management | solvency risk | Pensionskasse | Pension fund | Risikomanagement | Portfolio-Management | Portfolio selection | Theorie | Theory | Erwartungsnutzen | Expected utility | Risiko | Risk | Betriebliche Altersversorgung | Occupational pension plan | Altersvorsorge | Retirement provision | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2023.2289372 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015052471