Lifecycle portfolio choice with systematic longevity risk and variable investment-linked deferred annuities
Raimond Maurer; Olivia S. Mitchell; Ralph Rogalla; Vasily Kartashov
| Year of publication: |
2013
|
|---|---|
| Authors: | Maurer, Raimond ; Mitchell, Olivia S. ; Rogalla, Ralph ; Kartashov, Vasily |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 80.2013, 3, p. 649-676
|
| Subject: | Sterblichkeit | Mortality | Risikomodell | Risk model | Lebenszyklus | Life cycle | Stochastischer Prozess | Stochastic process | Lebensversicherung | Life insurance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010127209