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Manage pension deficit with heterogeneous insurance (Q2152259)

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scientific article

Language	Label	Description	Also known as
English	Manage pension deficit with heterogeneous insurance	scientific article

Statements

scholarly article

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Manage pension deficit with heterogeneous insurance (English)

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Methodology and Computing in Applied Probability

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publication date

7 July 2022

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zbMATH Keywords

pension deficit

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pay-as-you-go

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surplus-multiplier

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heterogenous insurance

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11009-022-09960-3

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Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model

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Sustainability of a pay-as-you-go pension system by dynamic immigration control

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Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence

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A theory of Markovian time-inconsistent stochastic control in discrete time

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Redistribution of longevity risk: the effect of heterogeneous mortality beliefs

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Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin

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Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan

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Demand heterogeneity in insurance markets: Implications for equity and efficiency

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Optimal strategies for pay-as-you-go pension finance: a sustainability framework

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Aspects of risk theory

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Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk

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Optimal dynamic reinsurance with dependent risks: variance premium principle

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Selected Methods of Credibility Theory and its Application to Calculating Insurance Premium in Heterogeneous Insurance Portfolios

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Stochastic calculus for finance. I: The binomial asset pricing model.

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Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio.

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Equilibrium investment strategy for a DC pension plan with learning about stock return predictability

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Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk

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Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan

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On a correlated aggregate claims model with Poisson and Erlang risk processes.

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Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility

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Identifiers

zbMATH Open document ID

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10.1007/s11009-022-09960-3

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2152259

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