On the investment strategies in occupational pension plans
Author:
Affiliation:
1. Institute of Insurance Science, Ulm University, Helmholtzstrasse 20, 89081 Ulm, Germany
Funder
Deutsche Verein für Versicherungswissenschaften
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2021.1981987
Reference28 articles.
1. Aaronson, S. and Coronado, J.L., Are firms or workers behind the shift away from DB pension plan? FEDS Paper, 2005.
2. Andreasson, J. and Shevchenko, P.V., Bias-corrected least-squares Monte Carlo for utility based optimal stochastic control problems. Available at SSRN 2985828, 2019.
3. A stochastic mesh method for pricing high-dimensional American options
4. Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options
5. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
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