Equilibrium investment strategy for defined-contribution pension schemes with generalized mean–variance criterion and mortality risk

By Huiling Wu, Yan Zeng. 2015

57 citations recorded by the source corpus.

Subfields: Accounting, Demography, Finance

View Paper: https://www.semanticscholar.org/paper/199316a81f85fe44dd529066258843650599642b

Citations in the corpus

• Optimal investment–reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (2019, unknown): “PII: S0167-6687(18)30235-X DOI: https://doi.”