Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Lihua Bian, Zhongfei Li, Haixiang Yao
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Bian, Lihua ; Li, Zhongfei ; Yao, Haixiang |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 81.2018, p. 78-94
|
| Subject: | DC pension plan | Pre-commitment strategy | Equilibrium strategy | Regime switching | Return of premiums clause | Theorie | Theory | Pensionskasse | Pension fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.05.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011904623