Time consistent pension funding in a defined benefit pension plan with non-constant discounting
From MaRDI portal
Publication:2212148
DOI10.1016/j.insmatheco.2020.07.007zbMath1454.91197OpenAlexW3045013872MaRDI QIDQ2212148
Ricardo Josa-Fombellida, Jorge A. Navas
Publication date: 19 November 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://uvadoc.uva.es/handle/10324/41751
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Optimum consumption and portfolio rules in a continuous-time model
- Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model
- Non-constant discounting in continuous time
- Retirement saving with contribution payments and labor income as a benchmark for investments
- Optimal risk management in defined benefit stochastic pension funds
- Consumption and portfolio rules for time-inconsistent investors
- Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
- Hedging in incomplete markets with HARA utility
- Optimal investment strategies and risk measures in defined contribution pension schemes.
- Minimization of risks in pension funding by means of contributions and portfolio selection.
- Optimal investment strategies in the presence of a minimum guarantee.
- Pension funding incorporating downside risks.
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
- Dynamic approaches to pension funding
- Non-constant discounting in finite horizon: the free terminal time case
- Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan
- Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
- Mean-variance portfolio and contribution selection in stochastic pension funding
- Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting
- Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
- Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary
- OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION
- Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
- Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
- Minimization of risks in defined benefit pension plan with time‐inconsistent preferences
- Foundations of Dynamic Economic Analysis
- Heterogeneous discounting in economic problems
- Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return
- Contribution and solvency risk in a defined benefit pension scheme
This page was built for publication: Time consistent pension funding in a defined benefit pension plan with non-constant discounting