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A Savings Plan With Targeted Contributions

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  • Iqbal Owadally
  • Steven Haberman
  • Denise Gómez Hernández

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  • Iqbal Owadally & Steven Haberman & Denise Gómez Hernández, 2013. "A Savings Plan With Targeted Contributions," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(4), pages 975-1000, December.
    • Handle: RePEc:bla:jrinsu:v:80:y:2013:i:4:p:975-1000
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    File URL: http://hdl.handle.net/10.1111/j.1539-6975.2012.01485.x
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    References listed on IDEAS

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    1. Taylor, Greg, 2002. "Stochastic control of funding systems," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 323-350, June.
    2. Shiller Robert J., 2005. "Life-Cycle Portfolios as Government Policy," The Economists' Voice, De Gruyter, vol. 2(1), pages 1-9, August.
    3. Paul Emms & Steven Haberman, 2008. "Income Drawdown Schemes for a Defined‐Contribution Pension Plan," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(3), pages 739-761, September.
    4. Gandolfi, G. & Sabatini, A. & Rossolini, M., 2007. "PID feedback controller used as a tactical asset allocation technique: The G.A.M. model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 383(1), pages 71-78.
    5. Chopra, Navin & Lakonishok, Josef & Ritter, Jay R., 1992. "Measuring abnormal performance : Do stocks overreact?," Journal of Financial Economics, Elsevier, vol. 31(2), pages 235-268, April.
    6. McGill, Dan M. & Brown, Kyle N. & Haley, John J. & Schieber, Sylvester J., 2004. "Fundamentals of Private Pensions," OUP Catalogue, Oxford University Press, edition 8, number 9780199269501, Decembrie.
    7. Vigna, Elena & Haberman, Steven, 2001. "Optimal investment strategy for defined contribution pension schemes," Insurance: Mathematics and Economics, Elsevier, vol. 28(2), pages 233-262, April.
    8. Owadally, M. Iqbal, 2003. "Pension Funding and the Actuarial Assumption Concerning Investment Returns," ASTIN Bulletin, Cambridge University Press, vol. 33(2), pages 289-312, November.
    9. Friesen, Geoffrey C. & Sapp, Travis R.A., 2007. "Mutual fund flows and investor returns: An empirical examination of fund investor timing ability," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2796-2816, September.
    10. Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2001. "Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase," Insurance: Mathematics and Economics, Elsevier, vol. 29(2), pages 187-215, October.
    11. Marie‐Eve Lachance & Olivia S. Mitchell & Kent Smetters, 2003. "Guaranteeing Defined Contribution Pensions: The Option to Buy Back a Defined Benefit Promise," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(1), pages 1-16, March.
    12. Battocchio, Paolo & Menoncin, Francesco, 2004. "Optimal pension management in a stochastic framework," Insurance: Mathematics and Economics, Elsevier, vol. 34(1), pages 79-95, February.
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    Cited by:

    1. Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016. "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 82-96.
    2. Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2021. "Forecasting benchmarks of long-term stock returns via machine learning," Annals of Operations Research, Springer, vol. 297(1), pages 221-240, February.
    3. Scholz, Michael & Nielsen, Jens Perch & Sperlich, Stefan, 2015. "Nonparametric prediction of stock returns based on yearly data: The long-term view," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 143-155.

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