有基金管理人和没有基金管理人的集合年金基金的最优消费和投资

IF 1.6 3区经济学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Scandinavian Actuarial Journal Pub Date : 2024-08-15 DOI:10.1080/03461238.2024.2390087

Lin He, Zongxia Liang, Zhaojie Ren

引用次数: 0

摘要

本文研究了两种集合年金基金方案：有基金经理和无基金经理的集合。在没有基金经理的池中，没有人为的规则或管理成本，我们引入了纳...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Optimal consumption and investment in pooled annuity funds with and without fund managers

In this paper, we study two schemes of pooled annuity funds: pools with and without fund managers. In the pool without managers, there are no artificial rules or management cost and we introduce Na...

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来源期刊

Scandinavian Actuarial Journal MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-STATISTICS & PROBABILITY

CiteScore

3.30

自引率

11.10%

发文量

审稿时长

>12 weeks

期刊介绍： Scandinavian Actuarial Journal is a journal for actuarial sciences that deals, in theory and application, with mathematical methods for insurance and related matters. The bounds of actuarial mathematics are determined by the area of application rather than by uniformity of methods and techniques. Therefore, a paper of interest to Scandinavian Actuarial Journal may have its theoretical basis in probability theory, statistics, operations research, numerical analysis, computer science, demography, mathematical economics, or any other area of applied mathematics; the main criterion is that the paper should be of specific relevance to actuarial applications.