Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
Sign Up to like & getrecommendations! Published in 2019 at "Insurance: Mathematics and Economics"
DOI: 10.1016/j.insmatheco.2019.09.005
Abstract: Abstract A continuous time stochastic model is used to study a hybrid pension plan, where both the contribution and benefit levels are adjusted depending on the performance of the plan, with risk sharing between different… read more here.
Keywords: pension; risk sharing; hybrid pension; pension plan ... See more keywords