Optimal DB-PAYGO pension management towards a habitual contribution rate
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Publication:2212147
DOI10.1016/j.insmatheco.2020.07.005zbMath1458.91183OpenAlexW3044709801MaRDI QIDQ2212147
Lin He, Zongxia Liang, Fengyi Yuan
Publication date: 19 November 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.07.005
DB-PAYGO pension managementdiscontinuity riskhabitual targetLagrange dual methodunstable contribution risk
Related Items (3)
Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility ⋮ Optimal asset allocation, consumption and retirement time with the variation in habitual persistence ⋮ Unnamed Item
Cites Work
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