Heterogeneity-adjusted management of pension funds using adaptive representative agents
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
https://link.springer.com/content/pdf/10.1007/s10203-022-00384-9.pdf
Reference13 articles.
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3. Cairns, A.J.G., Blake, D., Dowd, K.: Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. J. Econ. Dyn. Control 30, 843–877 (2006)
4. Colombo, L., Haberman, S.: Optimal contributions in a defined benefit pension scheme with stochastic new entrants. Insur. Math. Econ. 37, 335–354 (2005)
5. Cox, S.H., Lin, Y., Tian, T., Yu, J.: Managing capital market and longevity risks in a defined benefit pension plan. J. Risk Insur. 80(3), 585–619 (2013)
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