Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
Jingyun Sun, Zhongfei Li, Yan Zeng
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Sun, Jingyun ; Li, Zhongfei ; Zeng, Yan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 67.2016, p. 158-172
|
| Subject: | Defined contribution pension plan | Precommitment strategy | Equilibrium strategy | Mean-variance criterion | Jump-diffusion process | Theorie | Theory | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Betriebliche Altersversorgung | Occupational pension plan | Altersvorsorge | Retirement provision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.01.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011457232