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- Title:
Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Lichtenstern, Andreas ; Zagst, Rudi
- Keywords:
- Original Research Paper ; Pension investments ; Post-retirement phase ; Optimal portfolio ; Buffer mechanism ; Pension adjustments ; HARA utility function ; Policy function iteration ; G11 ; G22 ; C61
- Journal title:
- European Actuarial Journal
- Year:
- 2021
- Journal volume:
- 12
- Journal issue:
- 2
- Pages contribution:
- 647-700
- Fulltext / DOI:
- doi:10.1007/s13385-021-00298-7
- Publisher:
- Springer Berlin Heidelberg
- E-ISSN:
- 2190-9733 ; 2190-9741
- Notes:
- 0
- Date of publication:
- 29.10.2021
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