Managing reputational risk in the decumulation phase of a pension fund
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DOI: 10.1016/j.insmatheco.2022.12.005
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More about this item
Keywords
Pensions; Collective Investment; Risk; Retirement phase; Reputational risk; Stochastic control;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G52 - Financial Economics - - Household Finance - - - Insurance
- J26 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Retirement; Retirement Policies
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