Concepedia

Contribution Policy Optimization

Contribution Policy Optimization is a quantitative framework within liability-driven investing that determines the optimal level and timing of funding contributions to align asset accumulation with future liability streams under stochastic market conditions.

7

Publications

276

Citations

17

Authors

8

Institutions

Publications per year

2017–2026

1

Parents

Publications

7

A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications

Jianhui Huang, Guangchen Wang, Jie Xiong · SIAM Journal on Control and Optimization · 2009 · 106 citations

, , +15

Minimization of risks in pension funding by means of contributions and portfolio selection

Ricardo Josa‐Fombellida, Juan Pablo Rincón‐Zapatero · Insurance Mathematics and Economics · 2001 · 61 citations · Full text

, , +14

Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework

Francesco Menoncin, Elena Vigna · Insurance Mathematics and Economics · 2017 · 41 citations · Full text

, , +14

Pension Fund Regulation and Risk Management: Results from an ALM Optimisation Exercise

Sandra Blome, Kai Fachinger, Dorothee Franzen et al. · RePEc: Research Papers in Economics · 2007 · 25 citations

, , +17

Pension Fund Regulation and Risk Management: Results from an Alm Optimisation Exercise

Juan Yermo · SSRN Electronic Journal · 2007 · 18 citations · Full text

, , +17

1–5 of 7

Authors

17

  1. JY
    Juan Yermo

    Organisation de Coopération et de Développement Economiques, France

    2 publications · 43 citations

    2

    h-index

  2. JX
    Jie Xiong

    University of Macau, Macao SAR China

    1 publications · 106 citations

    1

    h-index

  3. SB
    Sandra Blome

    Friedrich-Loeffler-Institut, Germany

    1 publications · 25 citations

    1

    h-index

  4. GD
    Griselda Deelstra

    Université Libre de Bruxelles, Belgium

    1 publications · 14 citations

    1

    h-index

  5. GW
    Guangchen Wang

    Shandong University, China

    1 publications · 106 citations

    1

    h-index

1–5 of 17

Institutions

8

  1. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    1 h-index

    2 publications

    22 citations

  2. Universidad de Valladolid

    Valladolid, Spain

    1 h-index

    2 publications

    122 citations

  3. Organisation de Coopération et de Développement Economiques

    Paris, France

    1 h-index

    1 publications

    18 citations

  4. Collegio Carlo Alberto

    Moncalieri, Italy

    1 h-index

    1 publications

    41 citations

  5. University of Brescia

    Brescia, Italy

    1 h-index

    1 publications

    41 citations

  6. Biologie cellulaire et Cancer

    Paris, France

    1 h-index

    1 publications

    14 citations

  7. Université Libre de Bruxelles

    Brussels, Belgium

    1 h-index

    1 publications

    14 citations

  8. University of Verona

    Verona, Italy

    1 h-index

    1 publications

    14 citations

1–8 of 8

Venues

  1. Insurance Mathematics and Economics

    2 publications · 102 citations

    2

    h-index

  2. SSRN Electronic Journal

    Repository · 1 publications · 18 citations

    1

    h-index

  3. Journal of Economic Dynamics and Control

    1 publications · 14 citations

    1

    h-index

  4. 1

    h-index

  5. SIAM Journal on Control and Optimization

    1 publications · 106 citations

    1

    h-index

1–5