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- W4313305185 abstract "In this paper, we suggest strategies for a pension provider to avoid a loss of reputation due to possible pension reductions in the decumulation phase. In different settings, we determine optimal actions to keep the pension plan solvent, i.e. value of the assets always above the net present value of the pension liabilities. With this in mind, we solve suitable singular control problems. We show that, in expectation, the pension provider can cover the costs of the optimal action via sharing bonus payments with the policyholders." @default.
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- W4313305185 date "2023-03-01" @default.
- W4313305185 modified "2023-09-30" @default.
- W4313305185 title "Managing reputational risk in the decumulation phase of a pension fund" @default.
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- W4313305185 doi "https://doi.org/10.1016/j.insmatheco.2022.12.005" @default.
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