Lin, Yijia; Tan, Ken Seng; Tian, Ruilin; Yu, Jifeng Downside risk management of a defined benefit plan considering longevity basis risk. (English) Zbl 1412.91048 N. Am. Actuar. J. 18, No. 1, 68-86 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Lin} et al., N. Am. Actuar. J. 18, No. 1, 68--86 (2014; Zbl 1412.91048) Full Text: DOI OpenURL
Khorasanee, Zaki M. Risk-sharing and benefit smoothing in a hybrid pension plan. (English) Zbl 1291.91115 N. Am. Actuar. J. 16, No. 4, 449-461 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. M. Khorasanee}, N. Am. Actuar. J. 16, No. 4, 449--461 (2012; Zbl 1291.91115) Full Text: DOI OpenURL
Preisel, Michael; Jarner, Søren F.; Eliasen, Rune Investing for retirement through a with-profits pension scheme: a client’s perspective. (English) Zbl 1224.91081 Scand. Actuar. J. 2010, No. 1, 15-35 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 91G50 62P05 PDF BibTeX XML Cite \textit{M. Preisel} et al., Scand. Actuar. J. 2010, No. 1, 15--35 (2010; Zbl 1224.91081) Full Text: DOI OpenURL
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints. (English) Zbl 1231.91216 Insur. Math. Econ. 45, No. 1, 25-34 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{R. Maurer} et al., Insur. Math. Econ. 45, No. 1, 25--34 (2009; Zbl 1231.91216) Full Text: DOI Link OpenURL
Ngwira, Bernard; Gerrard, Russell Stochastic pension fund control in the presence of Poisson jumps. (English) Zbl 1120.60063 Insur. Math. Econ. 40, No. 2, 283-292 (2007). MSC: 60H30 60H10 91G10 93E20 PDF BibTeX XML Cite \textit{B. Ngwira} and \textit{R. Gerrard}, Insur. Math. Econ. 40, No. 2, 283--292 (2007; Zbl 1120.60063) Full Text: DOI OpenURL
Gerrard, Russell; Haberman, Steven; Vigna, Elena The management of decumulation risks in a defined contribution pension plan. (English) Zbl 1479.91325 N. Am. Actuar. J. 10, No. 1, 84-110 (2006). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{R. Gerrard} et al., N. Am. Actuar. J. 10, No. 1, 84--110 (2006; Zbl 1479.91325) Full Text: DOI Link OpenURL
Khorasanee, Zaki Benefit uncertainty and default risk in pension plans. (English) Zbl 1129.91333 Insur. Math. Econ. 37, No. 3, 469-493 (2005). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. Khorasanee}, Insur. Math. Econ. 37, No. 3, 469--493 (2005; Zbl 1129.91333) Full Text: DOI OpenURL
Colombo, Luigi; Haberman, Steven Optimal contributions in a defined benefit pension scheme with stochastic new entrants. (English) Zbl 1117.91380 Insur. Math. Econ. 37, No. 2, 335-354 (2005). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{L. Colombo} and \textit{S. Haberman}, Insur. Math. Econ. 37, No. 2, 335--354 (2005; Zbl 1117.91380) Full Text: DOI OpenURL
Haberman, Steven; Sung, Joo-Ho Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary. (English) Zbl 1111.91023 Insur. Math. Econ. 36, No. 1, 103-116 (2005). MSC: 91B30 90C39 PDF BibTeX XML Cite \textit{S. Haberman} and \textit{J.-H. Sung}, Insur. Math. Econ. 36, No. 1, 103--116 (2005; Zbl 1111.91023) Full Text: DOI OpenURL