Optimal annuity risk management
Year of publication: |
2011
|
---|---|
Authors: | Koijen, Ralph S. J. ; Nijman, Theodore E. ; Werker, Bas J. M. |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 15.2011, 4, p. 799-833
|
Subject: | Lebenszyklus | Life cycle | Altersgrenze | Retirement | Altersvorsorge | Retirement provision | Portfolio-Management | Portfolio selection | Zinsrisiko | Interest rate risk | Finanzmathematik | Mathematical finance |
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