The impact of longevity risk on the optimal contribution rate and asset allocation for defined contribution pension plans
Year of publication: |
2009
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Authors: | Yang, Sharon S. ; Huang, Hong-chih |
Published in: |
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association. - Basingstoke : Palgrave Macmillan, ISSN 1018-5895, ZDB-ID 196109-3. - Vol. 34.2009, 4, p. 660-681
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Subject: | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Altersvorsorge | Retirement provision | Private Altersvorsorge | Private retirement provision | Betriebliche Altersversorgung | Occupational pension plan | Theorie | Theory |
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