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  • Quantifying Inter-generational Equity under Different Target
    Quantifying Inter-generational Equity under Different Target This presentation uses the value-based asset liability management framework to compare the risk-adjusted value of the benefits payable ...

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    • Authors: Lu yi
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Pensions & Retirement
  • 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