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Robust strategies for target benefit pension plans under default risk
investment strategies and benefit payment adjustment s- trategies are derived explicitly for the two cas- ... those who attain age x at time t is n(t − (x − a))s(x), x > a. For a retiree age x at time t (x ≥ b), ...- Authors: Suxin Wang, Ximin Rong , Hui Zhao
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement