Performance measurement of pension strategies: a case study of Danish life-cycle products

DOI10.1080/03461238.2010.546138zbMath1279.91096OpenAlexW3121660533MaRDI QIDQ2868596

Ana M. Pérez-Marín, Montserrat Guillen, Kitt Skovsø Petersen, Jens Perch Nielsen

Publication date: 17 December 2013

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2010.546138

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (9)

Forecasting benchmarks of long-term stock returns via machine learning ⋮ Accounting and actuarial smoothing of retirement payouts in participating life annuities ⋮ Nonparametric long term prediction of stock returns with generated bond yields ⋮ Affordable and adequate annuities with stable payouts: fantasy or reality? ⋮ Nonparametric prediction of stock returns based on yearly data: the long-term view ⋮ Less is more: increasing retirement gains by using an upside terminal wealth constraint ⋮ IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH ⋮ Dynamic consumption and portfolio choice under prospect theory ⋮ Scenario-based life insurance prognoses in a multi-state Markov model

Uses Software

• QRM

Cites Work

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