Surplus optimization in defined benefit pensions using the regime-switching model : occupational pension plans in South Korea
Hyeonjong Jung, Dong-Hwa Lee, Do Young Cheong
| Year of publication: |
2022
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|---|---|
| Authors: | Jung, Hyeonjong ; Lee, Dong-Hwa ; Cheong, Do Young |
| Published in: |
Asia-Pacific journal of financial studies. - Hoboken, NJ [u.a.] : Wiley-Blackwell, ISSN 2041-6156, ZDB-ID 2548470-9. - Vol. 51.2022, 5, p. 709-734
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| Subject: | ALM | Conditional surplus at risk | Hidden Markov model | Optimization | Portfolio | Betriebliche Altersversorgung | Occupational pension plan | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Südkorea | South Korea | Theorie | Theory | Pensionskasse | Pension fund | Altersvorsorge | Retirement provision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12396 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014240165