Using genetic algorithms for optimal investment allocation decision in defined contribution pension schemes.

被引:0
|
作者
Senel, K
Bulent, PA
机构
来源
INSURANCE MATHEMATICS & ECONOMICS | 2005年 / 37卷 / 02期
关键词
defined contribution pension scheme; genetic algorithms; simulation approach; life insurance; mathematics; Stochastic processes;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:394 / 394
页数:1
相关论文
共 50 条
  • [21] Optimal Investment of Defined Contribution Pension Based on Self-Protection and Minimum Security
    WANG Lan
    WANG Chuanyu
    XUE Juan
    [J]. Wuhan University Journal of Natural Sciences, 2023, 28 (02) : 129 - 140
  • [22] Optimal investment for the defined-contribution pension with stochastic salary under a CEV model
    ZHANG Chu-bing
    RONG Xi-min
    ZHAO hui
    HOU Ru-jing
    [J]. Applied Mathematics:A Journal of Chinese Universities, 2013, (02) : 187 - 203
  • [23] Optimal investment for the defined-contribution pension with stochastic salary under a CEV model
    Chu-bing Zhang
    Xi-min Rong
    hui Zhao
    Ru-jing Hou
    [J]. Applied Mathematics-A Journal of Chinese Universities, 2013, 28 : 187 - 203
  • [24] Hedging longevity risk in defined contribution pension schemes
    Agarwal, Ankush
    Ewald, Christian-Oliver
    Wang, Yongjie
    [J]. COMPUTATIONAL MANAGEMENT SCIENCE, 2023, 20 (01)
  • [25] The tax treatment of UK defined contribution pension schemes
    Booth, P
    Cooper, D
    [J]. FISCAL STUDIES, 2002, 23 (01) : 77 - 104
  • [26] Hedging longevity risk in defined contribution pension schemes
    Ankush Agarwal
    Christian-Oliver Ewald
    Yongjie Wang
    [J]. Computational Management Science, 2023, 20
  • [27] ADEQUATE RETIREMENT PATHS IN DEFINED CONTRIBUTION AND DEFINED BENEFITS PENSION SCHEMES
    Jajko-Siwek, Alicja
    [J]. PROCEEDINGS OF PENCON 2018 PENSIONS CONFERENCE: CONTEMPORARY PROBLEMS OF INTERGENERATIONAL RELATIONS AND PENSION SYSTEMS: A THEORETICAL AND EMPIRICAL PERSPECTIVE, 2018, : 98 - 109
  • [28] Optimal LQ45 Stock Allocation and Normal Contribution in a Defined Benefit Pension Plan
    Marsya, Mazaya Sharhana
    Handhika, Tri
    [J]. PROCEEDINGS OF THE 12TH INTERNATIONAL CONFERENCE ON BUSINESS AND MANAGEMENT RESEARCH (ICBMR 2018), 2018, 72 : 308 - 313
  • [29] Distinguish between Defined-benefit and Defined-contribution Pension Schemes
    李晓楠
    [J]. 海外英语, 2015, (06) : 284 - 285
  • [30] A review of the risks, costs and benefits of defined contribution and defined benefit pension schemes
    Watson, Robert
    [J]. JOURNAL OF FINANCIAL REGULATION AND COMPLIANCE, 2008, 16 (03) : 230 - +