Browsing Publikasjoner fra Cristin - INN by Author "Wang, Yongjie"
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Hedging longevity risk in defined contribution pension schemes
Agarwal, Ankush; Ewald, Christian Oliver; Wang, Yongjie (Peer reviewed; Journal article, 2023)Pension schemes all over the world are under increasing pressure to efficiently hedge longevity risk imposed by ageing populations. In this work, we study an optimal investment problem for a defined contribution pension ...