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  • Optimal Investment Strategies and Intergenerational Risk Sha
    Optimal Investment Strategies and Intergenerational Risk Sha This presentation considers a stochastic model for a target benefit pension fund in continuous time. risk;pension plans;benefits; ...

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    • Authors: Barbara Sanders, Suxin Wang, Yi Lu
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management
  • Robust strategies for target benefit pension plans under default risk
    Robust strategies for target 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 ...

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    • Authors: Suxin Wang, Ximin Rong , Hui Zhao
    • Date: Apr 2021
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Actuarial Research Clearing House
    • Topics: Pensions & Retirement