Pareto-optimal risk exchange in a continuous-time economy : application to target benefit pension
Cheng Tao, Yang Shen and Tak Kuen Siu
| Year of publication: |
2025
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| Authors: | Tao, Cheng ; Shen, Yang ; Siu, Tak Kuen |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 55.2025, 3, p. 615-643
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| Subject: | continuous-time economy | investment and consumption | longevity risk | Pareto-optimal risk exchange | target benefit pension | Portfolio-Management | Portfolio selection | Theorie | Theory | Altersvorsorge | Retirement provision | Sterblichkeit | Mortality | Risiko | Risk | Risikomodell | Risk model | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2025.10060 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015550241