Matches in SemOpenAlex for { <https://semopenalex.org/work/W3045013872> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W3045013872 endingPage "153" @default.
- W3045013872 startingPage "142" @default.
- W3045013872 abstract "Abstract We consider the time consistent management of a defined benefit stochastic pension plan where the participants have different rates of time preference and the fund manager collects this heterogeneity when discounting the future. The main objective is to select the amortization rate and the investment strategy minimizing both the contribution rate risk and the solvency risk. The problem is formulated as a stochastic control problem with non-constant rate of discount and is solved analytically by means of the dynamic programming approach and the technical interest rate is selected in order to keep stable the fund evolution within prescribed targets. A numerical illustration shows a comparative of the stability of the fund assets and the rate of contribution for a convex combination of exponential functions as discount function and for the constant discount case." @default.
- W3045013872 created "2020-07-29" @default.
- W3045013872 creator A5013524732 @default.
- W3045013872 creator A5072887318 @default.
- W3045013872 date "2020-09-01" @default.
- W3045013872 modified "2023-09-29" @default.
- W3045013872 title "Time consistent pension funding in a defined benefit pension plan with non-constant discounting" @default.
- W3045013872 cites W1963535578 @default.
- W3045013872 cites W1968047544 @default.
- W3045013872 cites W1970098688 @default.
- W3045013872 cites W1987742327 @default.
- W3045013872 cites W1991170914 @default.
- W3045013872 cites W1995423233 @default.
- W3045013872 cites W2001745784 @default.
- W3045013872 cites W2005158847 @default.
- W3045013872 cites W2031027422 @default.
- W3045013872 cites W2038495840 @default.
- W3045013872 cites W2039139230 @default.
- W3045013872 cites W2046105330 @default.
- W3045013872 cites W2058610215 @default.
- W3045013872 cites W2063710522 @default.
- W3045013872 cites W2077454993 @default.
- W3045013872 cites W2084889689 @default.
- W3045013872 cites W2092010581 @default.
- W3045013872 cites W2100058504 @default.
- W3045013872 cites W2101972397 @default.
- W3045013872 cites W2113610106 @default.
- W3045013872 cites W2114833782 @default.
- W3045013872 cites W2124640999 @default.
- W3045013872 cites W2151801896 @default.
- W3045013872 cites W2154043508 @default.
- W3045013872 cites W2161225799 @default.
- W3045013872 cites W2324161544 @default.
- W3045013872 cites W2524132144 @default.
- W3045013872 cites W2745990910 @default.
- W3045013872 cites W2809926217 @default.
- W3045013872 cites W3124158573 @default.
- W3045013872 cites W3125003498 @default.
- W3045013872 doi "https://doi.org/10.1016/j.insmatheco.2020.07.007" @default.
- W3045013872 hasPublicationYear "2020" @default.
- W3045013872 type Work @default.
- W3045013872 sameAs 3045013872 @default.
- W3045013872 citedByCount "0" @default.
- W3045013872 crossrefType "journal-article" @default.
- W3045013872 hasAuthorship W3045013872A5013524732 @default.
- W3045013872 hasAuthorship W3045013872A5072887318 @default.
- W3045013872 hasBestOaLocation W30450138722 @default.
- W3045013872 hasConcept C10138342 @default.
- W3045013872 hasConcept C144133560 @default.
- W3045013872 hasConcept C162118730 @default.
- W3045013872 hasConcept C162324750 @default.
- W3045013872 hasConcept C166957645 @default.
- W3045013872 hasConcept C199360897 @default.
- W3045013872 hasConcept C2776505523 @default.
- W3045013872 hasConcept C2777027219 @default.
- W3045013872 hasConcept C2780899237 @default.
- W3045013872 hasConcept C2991981721 @default.
- W3045013872 hasConcept C41008148 @default.
- W3045013872 hasConcept C6177178 @default.
- W3045013872 hasConcept C95457728 @default.
- W3045013872 hasConceptScore W3045013872C10138342 @default.
- W3045013872 hasConceptScore W3045013872C144133560 @default.
- W3045013872 hasConceptScore W3045013872C162118730 @default.
- W3045013872 hasConceptScore W3045013872C162324750 @default.
- W3045013872 hasConceptScore W3045013872C166957645 @default.
- W3045013872 hasConceptScore W3045013872C199360897 @default.
- W3045013872 hasConceptScore W3045013872C2776505523 @default.
- W3045013872 hasConceptScore W3045013872C2777027219 @default.
- W3045013872 hasConceptScore W3045013872C2780899237 @default.
- W3045013872 hasConceptScore W3045013872C2991981721 @default.
- W3045013872 hasConceptScore W3045013872C41008148 @default.
- W3045013872 hasConceptScore W3045013872C6177178 @default.
- W3045013872 hasConceptScore W3045013872C95457728 @default.
- W3045013872 hasFunder F4320321837 @default.
- W3045013872 hasFunder F4320325114 @default.
- W3045013872 hasLocation W30450138721 @default.
- W3045013872 hasLocation W30450138722 @default.
- W3045013872 hasOpenAccess W3045013872 @default.
- W3045013872 hasPrimaryLocation W30450138721 @default.
- W3045013872 hasRelatedWork W1499937544 @default.
- W3045013872 hasRelatedWork W2049669859 @default.
- W3045013872 hasRelatedWork W2067482368 @default.
- W3045013872 hasRelatedWork W2166144509 @default.
- W3045013872 hasRelatedWork W2255980186 @default.
- W3045013872 hasRelatedWork W2410082908 @default.
- W3045013872 hasRelatedWork W2477820256 @default.
- W3045013872 hasRelatedWork W3045013872 @default.
- W3045013872 hasRelatedWork W3122369844 @default.
- W3045013872 hasRelatedWork W3124433512 @default.
- W3045013872 hasVolume "94" @default.
- W3045013872 isParatext "false" @default.
- W3045013872 isRetracted "false" @default.
- W3045013872 magId "3045013872" @default.
- W3045013872 workType "article" @default.