Zobrazeno 1 - 10
of 242
pro vyhledávání: '"Defined contribution plan"'
Autor:
Mitchell, Olivia S., editor, Clark, Robert, editor, Maurer, Raimond, editor
Externí odkaz:
https://doi.org/10.1093/oso/9780198827443.001.0001
Publikováno v:
Risks, Vol 10, Iss 11, p 211 (2022)
We consider a defined-contribution (DC)-pension-fund-management problem under partial information. The fund manager is allowed to invest the wealth from the fund account into a financial market consisting of a risk-free account, a stock and a rolling
Externí odkaz:
https://doaj.org/article/610e615fd73143c0b1ab6e60378ba45e
Autor:
Alvaro Forteza
Publikováno v:
SSRN Electronic Journal.
The portability of pension rights is an increasingly important issue in the Caribbean. The large and increasing flows of migrant workers, including both permanent and temporary migrants, the small size of the domestic economies and the process of reg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::400d8f84ed31a55bdd976dda3683389a
https://doi.org/10.2139/ssrn.4358820
https://doi.org/10.2139/ssrn.4358820
Autor:
An Chen, Filip Uzelac
Publikováno v:
Risks, Vol 3, Iss 1, Pp 77-102 (2015)
This paper compares two different types of private retirement plans from the perspective of a representative beneficiary: a defined benefit (DB) and a defined contribution (DC) plan. While salary risk is the main common risk factor in DB and DC pensi
Externí odkaz:
https://doaj.org/article/033ee86336d34071aaadd40568ae0fc4
Autor:
Ilmanen, Antti, author, Rauseo, Matthew, author
Publikováno v:
How Persistent Low Returns Will Shape Saving and Retirement, 2018, ill.
Externí odkaz:
https://doi.org/10.1093/oso/9780198827443.003.0006
Publikováno v:
GLOBAL BUSINESS FINANCE REVIEW. 26:88-99
Purpose: We examine whether employee ownership in DC plans are explained by either shared capitalism or managerial entrenchment motives. Design/methodology/approach: We calculate the average monthly risk-adjusted return (alpha) of each portfolio by s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::af78dbf1c21118d4eab750b13e22cb1e
https://doi.org/10.17549/gbfr.2021.26.3.88
https://doi.org/10.17549/gbfr.2021.26.3.88
Autor:
Kiermayer, Mark Thomas
Machine learning and deep learning present a set of powerful modeling approaches, that in recent years have shown significant improvements across different fields of application. In the discipline of actuarial science, so far comparably little work h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e8c71ecfefeb2589f91e344882fdbfe1
Autor:
Eriko Kasaoka
Publikováno v:
Asian Academy of Management Journal of Accounting and Finance. 17:153-190
National pension systems will vary among countries because of several factors. The role of the corporate pension in sustaining and supporting a country’s retirees is also different among nations. There are two main pension plans defined in Internat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c9c3d9e687fb152762c5b3dfae019af3
https://doi.org/10.21315/aamjaf2021.17.1.6
https://doi.org/10.21315/aamjaf2021.17.1.6
Autor:
Peter Forsyth
Publikováno v:
North American Actuarial Journal. 26:227-251
We pose the decumulation strategy for a defined contribution (DC) pension plan as a problem in optimal stochastic control. The controls are the withdrawal amounts and the asset allocation strategy....
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::841d768f10d1124cd56fae5848a5f5dd
https://doi.org/10.1080/10920277.2021.1878043
https://doi.org/10.1080/10920277.2021.1878043
Autor:
Zezeng Li, Basil Al-Najjar
Publikováno v:
British Journal of Management. 33:1304-1322
Pension de‐risking strategies have been widely adopted by firms with defined‐benefit (DB) pension plans to reduce pension risk. This paper investigates the influence of board composition on pension de‐risking strategies within the UK, focusing
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d8a839ba1814972223cc4e735fefc109
https://doi.org/10.1111/1467-8551.12501
https://doi.org/10.1111/1467-8551.12501