Modeling transition and physical risks in pension plan investment strategies: a multivariate normal regime switching approach

European Actuarial Journal 2026 Open access

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Authors: Rhoda Dadzie-Dennis, Ben Mingbin Feng, Mary R. Hardy
DOI: 10.1007/s13385-026-00457-8
Cited by: 0
References: 41

Fields of Study & Subjects

Insurance Mortality Demography Risk Management Global Health Care Issues Retirement Disability and Employment

Publication details

Journal / source
European Actuarial Journal
Publisher
Springer Science and Business Media LLC
Publication date
13 June 2026
Language
EN