[HTML][HTML] Is my pension fund more expensive? Estimating equivalent assets-based and contribution-based management fees

D Mantilla-García, ME García-Huitrón… - Journal of Business …, 2023 - Elsevier
International comparisons of pension fund charges are important in identifying cost-effective
structures for funded retirement systems. Heterogeneity in the type of base used to set …

Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses

C Lai, S Liu, Y Wu - Journal of Computational and Applied Mathematics, 2021 - Elsevier
We study a defined contribution pension system with the return of premium clauses, which is
embedded with two administrative fees: the charge on balance and the charge on flow. The …

Optimal Investment Strategies for DC Pension Plan with Administrative Fees and Return of Premiums Clauses Under the Heston Model

J Pan, XY Zhou - Journal of the Operations Research Society of China, 2023 - Springer
In this paper, we study an optimal investment problem for a defined contribution (DC)
pension plan with two administrative fees during the accumulation phase. In our model, the …

Strategic flexibilities: valuation of a company with the application of the Real Options Theory

IM Martinez, GC Batistela… - Brazilian Journal of …, 2019 - bjopm.emnuvens.com.br
Goal: In this paper, a binomial model is proposed to evaluate the option of deferring an
investment and expanding the operational scale of a forest-based company that will perform …

分数阶Heston 模型下的养老金投资组合问题.

杨秀琪 - Journal of Capital Normal University (Natural …, 2023 - search.ebscohost.com
在分数阶Heston 模型框架下研究确定缴费型养老金投资组合问题(不同收取管理费用方式),
以期最大化终端财富的期望效用. 当风险资产价格过程满足分数阶Heston 模型时 …

Determining equivalent administrative charges for defined contribution pension plans under CEV model

H Chen, Z Yin, T Xie - Mathematical Problems in Engineering, 2018 - Wiley Online Library
In defined contribution pension plan, the determination of the equivalent administrative
charges on balance and on flow is investigated if the risk asset follows a constant elasticity …

[PDF][PDF] Maximizing an Investment Portfolio for a DC Pension with a Return Clause and Proportional Administrative Charges under Weilbull Force Function

KNC Njoku - Communication in Physical Sciences, 2023 - journalcps.com
In this paper, investment in a defined contributory (DC) pension fund system with a return
clause of premium and proportional administrative charges is studied under geometric …

Impacto del sistema de pensiones en el mercado laboral: una revisión bibliográfica (2015-2020)

YEB Martínez - Studium Veritatis, 2023 - studium.ucss.edu.pe
Este artículo describe el estado de la literatura científica en el periodo 2015-2020 del
impacto del sistema de pensiones en el mercado laboral. Para ello, se utilizó la metodología …

Gestión documentaria y cobranza en la oficina de facturación y cobranzas del Hospital II Vitarte–EsSalud, Ate-Vitarte, 2019

M Fasabi Sajami - 2019 - repositorio.ucv.edu.pe
El presente trabajo de investigación titulado: Gestión documentaria y cobranza en la Oficina
de Facturación y Cobranzas del Hospital II Vitarte–EsSalud, Ate-Vitarte, 2019, tuvo como …

Optimization of contracts and investment through various continuous-time dynamic principal-agent models

C Lai - 2019 - espace.curtin.edu.au
In this thesis, three dynamic principal-agent models and a defined contribution (DC) pension
model are investigated. Time-varying volatility, ability uncertainty, and time-varying shocks …