Trading death : the implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios
Charles Sutcliffe
| Year of publication: |
2015
|
|---|---|
| Authors: | Sutcliffe, Charles M. S. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 38.2015, p. 163-174
|
| Subject: | Annuities | Annuity puzzle | Arbitrage | Speculation | Life insurance | Lebensversicherung | Spekulation | Theorie | Theory | Portfolio-Management | Portfolio selection | Private Altersvorsorge | Private retirement provision | Kapitaleinkommen | Capital income | Altersvorsorge | Retirement provision | Leibrente | Life annuity | Anlageverhalten | Behavioural finance | Sterblichkeit | Mortality |
| 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/10011337617