Optimal design of the guarantee for defined contribution funds

By Griselda Deelstra, Martino Grasselli, P. Koehl. 2004

92 citations recorded by the source corpus.

Subfields: Accounting, Demography, General Health Professions

View Paper: https://www.semanticscholar.org/paper/2a839993068e910a6bd57e1f62e02aafd7e545f6

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Guohui Guan
2. Ping Chen
3. Zhou Yang
4. Zongxia Liang
5. Jian-wei Gao
6. Haixiang Yao

In Demography

1. Guohui Guan
2. Zongxia Liang
3. Haixiang Yao
4. Zhou Yang
5. Ping Chen
6. Jian-wei Gao
7. Elena Vigna
8. Zhongfei Li

In General Health Professions

1. Guohui Guan
2. Ping Chen
3. Zhou Yang
4. Zongxia Liang
5. Jian-wei Gao
6. Haixiang Yao

Citations in the corpus

• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (2014, background): “[6](2004) extended the result to the case of stochastic contribution rate and general minimum guarantee.”
• Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model (2013, methodology): “Deelstra et al. (2004) further study the optimal design of the minimum guarantee by using the martingalemethod.”
• Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (2009, background): “The financial risk in DC schemes in the accumulation phase is considered, among others, by Blake et al. (2001), Booth and Yakoubov (2000), Boulier et al. (2001), Haberman and Vigna (2002), Deelstra et al. (2004).”