2 papers
q-fin.CP2025
Machine-learning a family of solutions to an optimal pension investment problem
John Armstrong, Cristin Buescu, James Dalby +1
We use a neural network to identify the optimal solutions to a family of pension investment problems, where the parameters determining an investor's risk and consumption preference…
q-fin.PM2025
A comparison of the effectiveness of alternative DC and CDC designs in a UK market
John Armstrong, James Dalby, Rohan Hobbs
We use three stochastic models to evaluate the effectiveness of a number of possible pension designs which have been proposed for use in the UK. We consider individual DC schemes f…