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Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
16 references·5 citing·38 second hop
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References

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172 cited
  • 1994Dynamic approaches to pension funding121 cited
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    • 2012Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes36 cited
    • 2006Management of a pension fund under mortality and financial risks34 cited
    • 2009The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans28 cited
    • 2017Institutional and individual investors: Saving for old age26 cited
    • 2020Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system20 cited