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Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
Wang, Pei; Shen, Yang; Zhang, Ling; Kang, Yuxin - In: Insurance / Mathematics & economics 100 (2021), pp. 384-407
Persistent link: https://www.econbiz.de/10012622401
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Sustainability of pension systems with voluntary participation
Romp, Ward E.; Beetsma, Roel - In: Insurance / Mathematics & economics 93 (2020), pp. 125-140
Persistent link: https://www.econbiz.de/10012294089
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Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes?
Gutierrez, Tomás; Pagnoncelli, Bernardo; Valladão, Davi; … - In: Insurance / Mathematics & economics 86 (2019), pp. 134-144
Persistent link: https://www.econbiz.de/10012058848
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A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans
Li, Yuying; Forsyth, Peter A. - In: Insurance / Mathematics & economics 86 (2019), pp. 189-204
Persistent link: https://www.econbiz.de/10012058861
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Longevity risk and retirement income tax efficiency : a location spending rate puzzle
Huang, Huaxiong; Milevsky, Moshe Arye - In: Insurance / Mathematics & economics 71 (2016), pp. 50-62
Persistent link: https://www.econbiz.de/10011630606
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Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
Yao, Haixiang; Chen, Ping; Li, Xun - In: Insurance / Mathematics & economics 71 (2016), pp. 103-113
Persistent link: https://www.econbiz.de/10011630616
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Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model
Alonso-García, J.; Devolder, Pierre; Shushi, Tomer - In: Insurance / Mathematics & economics 70 (2016), pp. 224-236
Persistent link: https://www.econbiz.de/10011597277
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A stochastic Nash equilibrium portfolio game between two DC pension funds
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 70 (2016), pp. 237-244
Persistent link: https://www.econbiz.de/10011597279
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Entrance times of random walks : with applications to pension fund modeling
Fiig Jarner, Søren; Tolver Kronborg, Morten - In: Insurance / Mathematics & economics 67 (2016), pp. 1-20
Persistent link: https://www.econbiz.de/10011457142
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Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
Sun, Jingyun; Li, Zhongfei; Zeng, Yan - In: Insurance / Mathematics & economics 67 (2016), pp. 158-172
Persistent link: https://www.econbiz.de/10011457232