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Optimal Investment Strategies and Intergenerational Risk Sha
Optimal Investment Strategies and Intergenerational Risk Sha This presentation considers a stochastic model ... target benefit pension fund in continuous time. risk;pension plans;benefits;investment;stochastic 6442482011 ...- Authors: Barbara Sanders, Suxin Wang, Yi Lu
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management
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Robust strategies for target benefit pension plans under default risk
benefit pension plans under default risk This poster describes the optimal investment and benefit payment ... problem for a target benefit pension with default risk and model uncertainty. 4/1/2021 12:00:00 AM ...- Authors: Suxin Wang, Ximin Rong , Hui Zhao
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement