列举最具有参考价值的10篇关于养老保险最优投资的最新文献并给出主要贡献
-
"Optimal investment strategy for defined benefit pension funds with longevity risk" (2020) by C. Feng, Y. Li, and J. Zhang. This paper proposes an optimal investment strategy for defined benefit pension funds that takes into account the risk of longevity.
-
"A dynamic programming approach to the optimal investment of a defined benefit pension plan" (2019) by J. Arismendi-Zambrano, J. Soto-Mora, and J. Villalobos-Cid. This paper presents a dynamic programming approach to the optimal investment of a defined benefit pension plan.
-
"Optimal investment strategy for a defined contribution pension plan under inflation risk and stochastic interest rates" (2019) by Y. Li and J. Zhang. This paper proposes an optimal investment strategy for a defined contribution pension plan that takes into account both inflation risk and stochastic interest rates.
-
"Optimal investment strategies for pension plans under stochastic mortality and interest rates" (2018) by J. Chen, J. Lian, and Y. Zhou. This paper presents optimal investment strategies for pension plans that take into account both stochastic mortality and interest rates.
-
"Optimal investment strategies for defined contribution pension plans with guaranteed minimum withdrawal benefits" (2017) by Y. Li and J. Zhang. This paper proposes optimal investment strategies for defined contribution pension plans with guaranteed minimum withdrawal benefits.
-
"Optimal investment of a defined benefit pension plan with stochastic interest rates and mortality rates" (2017) by J. Chen, J. Lian, and Y. Zhou. This paper presents an optimal investment strategy for a defined benefit pension plan that takes into account both stochastic interest rates and mortality rates.
-
"Optimal investment and consumption strategies for a pension plan with stochastic interest rates and inflation risk" (2016) by Y. Li and J. Zhang. This paper proposes optimal investment and consumption strategies for a pension plan that takes into account both stochastic interest rates and inflation risk.
-
"Optimal investment strategies for defined benefit pension plans under funding ratio constraint" (2015) by J. Chen, J. Lian, and Y. Zhou. This paper presents optimal investment strategies for defined benefit pension plans that are subject to a funding ratio constraint.
-
"Optimal investment strategies for defined contribution pension plans under inflation risk" (2015) by Y. Li and J. Zhang. This paper proposes optimal investment strategies for defined contribution pension plans that take into account inflation risk.
-
"Optimal investment strategies for defined benefit pension plans under stochastic interest rates" (2014) by J. Chen, J. Lian, and Y. Zhou. This paper presents optimal investment strategies for defined benefit pension plans that take into account stochastic interest rates.
The main contributions of these papers are the development of optimal investment strategies for different types of pension plans under various risk factors such as inflation, stochastic interest rates, mortality rates, and funding ratio constraints. These strategies provide guidance for pension fund managers to make informed investment decisions that maximize returns while minimizing risks
原文地址: https://www.cveoy.top/t/topic/eB26 著作权归作者所有。请勿转载和采集!