Search Results for author: Nils Sorensen

Found 1 papers, 0 papers with code

On the Investment Strategies in Occupational Pension Plans

no code implementations18 Apr 2021 Frank Bosserhoff, An Chen, Nils Sorensen, Mitja Stadje

Demographic changes increase the necessity to base the pension system more and more on the second and the third pillar, namely the occupational and private pension plans; this paper deals with Target Date Funds (TDFs), which are a typical investment opportunity for occupational pension planners.

Stochastic Optimization

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