De-risking defined benefit plans
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Publication:492661
DOI10.1016/J.INSMATHECO.2015.03.028zbMath1348.91170OpenAlexW3124362880MaRDI QIDQ492661
Yijia Lin, Ruilin Tian, Richard D. MacMinn
Publication date: 20 August 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.03.028
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
Related Items (19)
De-risking long-term care insurance ⋮ A Stochastic Control Approach to Defined Contribution Plan Decumulation: “The Nastiest, Hardest Problem in Finance” ⋮ Short term decumulation strategies for underspending retirees ⋮ Risk-Seeking Behavior and Its Implications for the Optimal Decision Making of Annuity Insurers ⋮ Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ ⋮ BEATING A CONSTANT WEIGHT BENCHMARK: EASIER DONE THAN SAID ⋮ Longevity risk and capital markets: the 2015--16 update ⋮ Pension risk management with funding and buyout options ⋮ Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? ⋮ The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices ⋮ De-risking strategy: longevity spread buy-in ⋮ Optimal performance of a tontine overlay subject to withdrawal constraints ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ The economics of sharing macro-longevity risk ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update ⋮ Optimal Longevity Risk Transfer and Investment Strategies ⋮ TWO STAGE DECUMULATION STRATEGIES FOR DC PLAN INVESTORS ⋮ Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR ⋮ OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION
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