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Search: subject:"Defined Contribution Pension"
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Pension fund
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pensions
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robust hedging
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uncertain volatility
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MIC 2011: Managing Sustainability? Proceedings of the 12th International Conference, Portorož, 23–26 November 2011 [Selected Papers]
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1
Good practice principles in modelling
defined
contribution
pension
plans
Dowd, Kevin
;
Blake, David
- In:
Journal of Risk and Financial Management
15
(
2022
)
3
,
pp. 1-21
We establish 16 good practice principles for modelling
defined
contribution
pension
plans. These principles cover the …
Persistent link: https://www.econbiz.de/10013201411
Saved in:
2
Good practice principles in modelling
defined
contribution
pension
plans
Dowd, Kevin
;
Blake, David
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
3
,
pp. 1-21
We establish 16 good practice principles for modelling
defined
contribution
pension
plans. These principles cover the …
Persistent link: https://www.econbiz.de/10013161732
Saved in:
3
Optimal
defined-contribution
pension
management with financial and mortality risks
Li, Wenyuan
;
Wei, Pengyu
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
3
,
pp. 546-568
Persistent link: https://www.econbiz.de/10015154561
Saved in:
4
Optimal additional voluntary contribution in DC pension schemes to manage inadequacy risk
Ferreira Morici, Henrique
;
Vigna, Elena
-
2023
Persistent link: https://www.econbiz.de/10014429750
Saved in:
5
Hedging longevity risk in
defined
contribution
pension
schemes
Agarwal, Ankush
;
Ewald, Christian
;
Wang, Yongjie
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014228476
Saved in:
6
Smart defaults : determining the number of default funds in a pension scheme
Blake, David
;
Duffield, Mel
;
Tonks, Ian
;
Haig, Alistair
; …
-
2021
Persistent link: https://www.econbiz.de/10012806635
Saved in:
7
Grouping individual investment preferences in retirement savings : a cluster analysis of a USS members risk attitude survey
Blake, David
;
Duffield, Mel
;
Tonks, Ian
;
Haig, Alistair
; …
-
2020
Persistent link: https://www.econbiz.de/10012803792
Saved in:
8
One size fits all : how many default funds does a pension scheme need?
Blake, David
;
Duffield, Mel
;
Tonks, Ian
;
Haig, Alistair
; …
-
2020
Persistent link: https://www.econbiz.de/10012803827
Saved in:
9
The Italian pension gap: A stochastic optimal control approach
Milazzo, Alessandro
;
Vigna, Elena
- In:
Risks
6
(
2018
)
2
,
pp. 1-20
. The goal is to fill the gap between the old and the new pension by joining a
defined
contribution
pension
scheme and …
Persistent link: https://www.econbiz.de/10011996606
Saved in:
10
The Italian pension gap : a stochastic optimal control approach
Milazzo, Alessandro
;
Vigna, Elena
- In:
Risks : open access journal
6
(
2018
)
2
,
pp. 1-20
. The goal is to fill the gap between the old and the new pension by joining a
defined
contribution
pension
scheme and …
Persistent link: https://www.econbiz.de/10011866511
Saved in:
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