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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The journal of fixed income"
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NBER working paper series
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125
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ECONIS (ZBW)
59
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10
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59
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date (oldest first)
1
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
2
Is mortality or interest rate the most important risk in annuity models? : a comparison of sensitivity analysis methods
Rabitti, Giovanni
;
Borgonovo, Emanuele
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 48-58
Persistent link: https://www.econbiz.de/10012419238
Saved in:
3
Are the risk-free interest rates correlated with sovereign default intensities?
Kagraoka, Yusho
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 91-103
Persistent link: https://www.econbiz.de/10012251389
Saved in:
4
Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
Tang, Mei-Ling
;
Chen, Son-nan
;
Lai, Gene C.
;
Wu, Ting-Pin
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 87-104
Persistent link: https://www.econbiz.de/10011825223
Saved in:
5
The impact of negative interest rates on optimal capital injections
Eisenberg, Julia
;
Krühner, Paul
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011929772
Saved in:
6
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
7
Long-term behavior of stochastic interest rate models with Markov switching
Zhang, Zhenzhong
;
Tong, Jinying
;
Hu, Lingjian
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 320-326
Persistent link: https://www.econbiz.de/10011597312
Saved in:
8
Prepayment option and the interest rate differential between a fixed- and floating-rate mortgage loan
Jou, Jyh-Bang
;
Lee, Tan
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011660743
Saved in:
9
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
Saved in:
10
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
Saved in:
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