Pension funds with longevity risk: an optimal portfolio insurance approach (Q6665607)

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scientific article; zbMATH DE number 7969408
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Pension funds with longevity risk: an optimal portfolio insurance approach
scientific article; zbMATH DE number 7969408

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    Pension funds with longevity risk: an optimal portfolio insurance approach (English)
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    17 January 2025
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    defined contribution
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    longevity risk
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    minimum guarantee
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    purpose-oriented proportional portfolio insurance
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    dynamic programming
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