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Income Drawdown Schemes for a Defined-Contribution Pension Plan

  • Published:2008-09 Issue:3 Volume:75 Page:739-761
  • ISSN:0022-4367
  • Container-title:Journal of Risk & Insurance
  • language:en
  • Short-container-title:

Author:

Emms Paul,Haberman Steven

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference26 articles.

1. Affine Processes for Dynamic Mortality and Actuarial Valuations;Biffis;Insurance: Mathematics and Economics,2005

2. Arbitrage Theory in Continuous Time

3. PensionMetrics: Stochastic Pension Plan Design and Value-at-Risk during the Accumulation Phase;Blake;Insurance: Mathematics and Economics,2001

4. Pensionmetrics 2: Stochastic Pension Plan Design During the Distribution Phase;Blake;Insurance: Mathematics and Economics,2003

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