Wang, Suxin; Wang, Peiqi; Zhang, Shuhua Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan. (English) Zbl 07684714 IMA J. Manag. Math. 34, No. 2, 383-414 (2023). MSC: 90-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Blake, David Take (smoothed) risks when you are young, not when you are old: how to get the best from your pension plan. (English) Zbl 1106.91321 IMA J. Manag. Math. 14, No. 2, 145-161 (2003). MSC: 91B28 91B30 × Cite Format Result Cite Review PDF Full Text: DOI Link