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Dynamic surplus optimization with performance- and index-linked liabilities
The increasing importance of liability-driven investment strategies and the shift towards retirement products with lower guarantees and more performance participation provide challenges for the development of portfolio optimization frameworks which cover these aspects. To this end, we establish a ge...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9691498/ https://www.ncbi.nlm.nih.gov/pubmed/36444311 http://dx.doi.org/10.1007/s13385-021-00292-z |