{"title":"Optimal consumption and investment in pooled annuity funds with and without fund managers","authors":"Lin He, Zongxia Liang, Zhaojie Ren","doi":"10.1080/03461238.2024.2390087","DOIUrl":null,"url":null,"abstract":"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...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":"71 1","pages":""},"PeriodicalIF":1.6000,"publicationDate":"2024-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Scandinavian Actuarial Journal","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/03461238.2024.2390087","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 0
Abstract
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...
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.
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