Portability, Salary and Asset Price Risk: A Continuous-Time Expected Utility Comparison of DB and DC Pension Plans
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Cited by:
- An Chen & Motonobu Kanagawa & Fangyuan Zhang, 2021. "Intergenerational risk sharing in a Defined Contribution pension system: analysis with Bayesian optimization," Papers 2106.13644, arXiv.org, revised Mar 2023.
- Charles I. Nkeki, 2017. "Optimal Investment And Optimal Additional Voluntary Contribution Rate Of A Dc Pension Fund In A Jump-Diffusion Environment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-26, December.
- Thomas C. Okoisama & Karibo B. Bagshaw, 2023. "Information Technology Infrastructure and Organisational Sustainability of Petroleum Tank Farms in South-South, Nigeria," International Journal of Science and Business, IJSAB International, vol. 25(1), pages 210-228.
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Keywords
defined benefit plan; defined contribution plan; portability risk; asset price risk; salary risk;All these keywords.
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