1
-
2
of
2
results (0.52 seconds)
Sort By:
-
Robust strategies for target benefit pension plans under default risk
− x + a)s(x)B(x, t)dx = I(t)f(t)L(t), t ≥ 0. Individual contribution rate for an active member aged x: ... 2(t) +φ ∗ 2(t)h P− δ ζ = 0 for t ∈ [0, τ ∧T ). Table pre-default case post-default case Proportion t ...- Authors: Suxin Wang, Ximin Rong , Hui Zhao
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement
-
Optimal Investment Strategies and Intergenerational Risk Sha
the optimization problem Contribution process Individual contribution rate for active member aged x at ... optimization problem Benefit payment process Individual pension payment rate at time t : for a new retiree ...- Authors: Barbara Sanders, Suxin Wang, Yi Lu
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management