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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Lebensversicherung"
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Lebensversicherung
Private Altersvorsorge
29
Private retirement provision
29
Life insurance
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Theorie
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Retirement provision
16
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longevity risk
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variable annuities
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Godin, Frédéric
3
Hamel, Emmanuel
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Ruß, Jochen
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ASTIN bulletin : the journal of the International Actuarial Association
Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
44
Risks : open access journal
16
Scandinavian actuarial journal
11
Working paper / National Bureau of Economic Research, Inc.
10
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
7
NBER Working Paper
7
Journal of pension economics and finance : JPEF
6
NBER working paper series
6
Discussion paper / Department of Business and Management Science
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Asia-Pacific journal of risk and insurance : APJRI
4
CESifo working papers
4
Financial services review : the journal of individual financial management
4
Journal of pension economics and finance
4
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
3
Finance research letters
3
Journal of public economics
3
NHH Dept. of Finance & Management Science Discussion Paper
3
Netspar Discussion Paper
3
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
3
Quantitative finance
3
UNSW Australian School of Business Research Paper
3
CESifo Working Paper Series
2
CFS working paper series
2
Decisions in economics and finance : a journal of applied mathematics
2
Economie et statistique
2
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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Financial analysts' journal : FAJ
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ISRA international journal of islamic finance
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International journal of financial engineering
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Journal of banking & finance
2
Journal of economic behavior & organization : JEBO
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Journal of economic dynamics & control
2
Labour market and social policy occasional papers
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Mannheimer Vorträge zur Versicherungswissenschaft
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Münchener Wirtschaftswissenschaftliche Beiträge : BWL ; discussion paper
2
National Institute economic review
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ECONIS (ZBW)
20
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1
Risk allocation through shapley decompositions, with applications to variable annuities
Godin, Frédéric
;
Hamel, Emmanuel
;
Gaillardetz, Patrice
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 311-331
Persistent link: https://www.econbiz.de/10014320258
Saved in:
2
Modern life-care tontines
Hieber, Peter
;
Lucas, Nathalie
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 563-589
Persistent link: https://www.econbiz.de/10013270077
Saved in:
3
A mixed bond and equity fund model for the valuation of variable annuities
Augustyniak, Maciej
;
Godin, Frédéric
;
Hamel, Emmanuel
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10012437276
Saved in:
4
An effective bias-corrected bagging method for the valuation of large variable annuity portfolios
Gweon, Hyukjun Jay
;
Li, Shu
;
Mamon, Rogemar
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 853-871
Persistent link: https://www.econbiz.de/10012307387
Saved in:
5
Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
Lin, X. Sheldon
;
Yang, Shuai
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 913-957
Persistent link: https://www.econbiz.de/10012307390
Saved in:
6
Taxation of a GMWB variable annuity in a stochastic interest rate model
Molent, Andrea
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1001-1035
Persistent link: https://www.econbiz.de/10012307397
Saved in:
7
Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic
Fergusson, Kevin
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 381-417
Persistent link: https://www.econbiz.de/10012243342
Saved in:
8
The effect of the assumed interest rate and smoothing on variable annuities
Balter, Anne G.
;
Werker, Bas J. M.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 131-154
Persistent link: https://www.econbiz.de/10012194115
Saved in:
9
Tonuity : a novel individual-oriented retirement plan
Chen, An
;
Hieber, Peter
;
Klein, Jakob K.
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 5-30
Persistent link: https://www.econbiz.de/10012105334
Saved in:
10
Fourier space time-stepping algorithm for valuing Guaranteed minimum withdrawal benefits in variable annuities under regime-switching and stochastic mortality
Ignatieva, Ekaterina
;
Song, Andrew
;
Ziveyi, Jonathan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 139-169
Persistent link: https://www.econbiz.de/10011875585
Saved in:
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