Optimal replacement and investment strategy in a defined benefit pension plan with cyclically changing economic environment
Hong Mao and Zhongkai Wen
| Year of publication: |
2021
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| Authors: | Mao, Hong ; Wen, Zhongkai |
| Published in: |
The journal of insurance issues : official journal of the Western Risk and Insurance Association. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 1531-6076, ZDB-ID 2094292-8. - Vol. 44.2021, 1, p. 65-89
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| Subject: | Vasicek model | Gaussian process | mortality rate | expected shortfall per unit cumulative wealth | replacement rate and investment strategy | Portfolio-Management | Portfolio selection | Theorie | Theory | Sterblichkeit | Mortality | Risikomaß | Risk measure | Pensionskasse | Pension fund | Kapitalanlage | Financial investment | Investition | Investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012623601