Search Results - subject:"defined contribution pension scheme"

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

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

Optimal investment in defined contribution pension schemes with forward utility preferences

Ng, Kenneth Tsz Hin; Chong, Wing Fung - In: Insurance : mathematics and economics 114 (2024), pp. 192-211

Persistent link: https://www.econbiz.de/10015049391

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

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

ЗАВИСИМОСТЬ СОХРАНЕНИЯ ПЕНСИОННЫХ НАКОПЛЕНИЙ ВТОРОГО УРОВНЯ ОТ РАЗВИТИЯ НАЦИОНАЛЬНОГО ФОНДОВОГО РЫНКА

КАСЬЯНОВИЧ, РУДЫК ВЛАДИМИР - In: Бизнес Информ (2014) 3, pp. 316-321

В статье освещаются вопросы необходимости развития отечественного фондового рынка для обеспечения инвестирования пенсионных активов общеобязательного...

Persistent link: https://www.econbiz.de/10011215695

Dependence of Preservation of Pension Savings of the Second Level on Development of the National Stock Market

Rudyk Volodymyr K. - In: Business Inform (2014) 3, pp. 316-321

The article speaks about the issues of necessity of development of the domestic stock market for ensuring investment of pension assets of the mandatory state defined contribution pension insurance. It characterises risks that could arise during introduction of the second level and identifies...

Persistent link: https://www.econbiz.de/10010855686

Mean-variance target-based optimisation in DC plan with stochastic interest rate

Menoncin, Francesco; Vigna, Elena - Collegio Carlo Alberto, Università degli Studi di Torino - 2013

We solve a mean-variance optimisation problem of a defined contribution pension scheme in the accumulation phase. The …

Persistent link: https://www.econbiz.de/10010862060

Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework

Menoncin, Francesco; Vigna, Elena - In: Insurance / Mathematics & economics 76 (2017), pp. 172-184

Persistent link: https://www.econbiz.de/10011774817

On the sub-optimality cost of immediate annuitization in DC pension funds

Giacinto, Marina Di; Vigna, Elena - Collegio Carlo Alberto, Università degli Studi di Torino - 2010

We consider the position of a member of a defined contribution (DC) pension scheme having the possibility of taking programmed withdrawals at retirement. According to this option, she can defer annuitization of her fund to a propitious future time, that can be found to be optimal according to...

Persistent link: https://www.econbiz.de/10008835037