Optimal purchasing of deferred income annuities when payout yields are mean-reverting
Year of publication: |
March 2017
|
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Authors: | Huang, Huaxiong ; Milevsky, Moshe Arye ; Young, Virginia R. |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 21.2017, 1, p. 327-361
|
Subject: | Altersvorsorge | Retirement provision | Finanzanalyse | Financial analysis | Mean Reversion | Mean reversion |
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