Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty-Reference-Cited by-同舟云学术

Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty

Published:2022-05 Issue:3 Volume:298 Page:1162-1174
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Baltas I.^ORCID,Dopierala L.,Kolodziejczyk K.,Szczepański M.,Weber G.-W.,Yannacopoulos A.N.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference55 articles.

1. Agarwal, A., Ewald, C.-O., & Wang, Y. (2019). Hedging longevity risk in defined contribution pension schemes. arXiv:1904.10229 [q-fin.RM], 1–19.

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