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Dynamic Liability-Driven Investment under Sponsor’s Loss Aversion. (2024). Sung, Joo-Ho ; Lee, Dong-Hwa.
In: Risks.
RePEc:gam:jrisks:v:12:y:2024:i:2:p:38-:d:1338348.

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  10. Jung, Hyeonjong, Dong-Hwa Lee, and Do Young Cheong. 2022. Surplus optimization in defined benefit pensions using the regimeswitching model: Occupational pension plans in South Korea. Asia-Pacific Journal of Financial Studies 51: 709–34. [CrossRef] Leibowitz, Martin L., Stanley Kogelman, and Lawrence N. Bader. 1992. Asset performance and surplus control: A dual-shortfall approach. Journal of Portfolio Management 18: 28–37. [CrossRef] Liu, Yong-Jun, and Wei-Guo Zhang. 2013. Fuzzy portfolio optimization model under real constraints. Insurance: Mathematics and Economics 53: 704–11. [CrossRef] Markowitz, Harry. 1952. Portfolio selection. The Journal of Finance 7: 77–91.
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  1. Dynamic Liability-Driven Investment under Sponsor’s Loss Aversion. (2024). Sung, Joo-Ho ; Lee, Dong-Hwa.
    In: Risks.
    RePEc:gam:jrisks:v:12:y:2024:i:2:p:38-:d:1338348.

    Full description at Econpapers || Download paper

  2. Optimal Strategies for the Decumulation of Retirement Savings under Differing Appetites for Liquidity and Investment Risks. (2024). de Felice, Lewis ; Avanzi, Benjamin.
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  5. Optimal investment-consumption problem: post-retirement with minimum guarantee. (2020). Dadashi, Hassan.
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  10. On the sub-optimality cost of immediate annuitization in DC pension funds. (2012). di Giacinto, Marina ; Vigna, Elena.
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  11. An Actuarial Analysis of the Payout Options in Nigeria¡¯s Contributory Pension Scheme. (2012). Ajijola, Lukman ; Ibiwoye, Ade.
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  12. Income drawdown option with minimum guarantee. (2012). Gozzi, Fausto ; federico, salvatore ; di Giacinto, Marina ; Vigna, Elena.
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  13. Valuation and hedging of the ruin-contingent life annuity (RCLA). (2012). Milevsky, Moshe ; Salisbury, Thomas S. ; Huang, Huaxiong.
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  14. Optimal time of annuitization in the decumulation phase of a defined contribution pension scheme. (2010). di Giacinto, Marina ; Vigna, Elena ; Hojgaard, Bjarne.
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