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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~person:"Lin, X. Sheldon"
~person:"Sherris, Michael"
~subject:"Private Altersvorsorge"
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Private Altersvorsorge
Portfolio selection
2
Portfolio-Management
2
Private retirement provision
2
Altersvorsorge
1
Hedging
1
Investment Fund
1
Investmentfonds
1
Lebensversicherung
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Life insurance
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Pension fund
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Pensionskasse
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Portfolio insurance strategies
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Retirement provision
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Risikomanagement
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Risk management
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Sampling
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Simulation
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Stichprobenerhebung
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Theorie
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Theory
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Variable annuity portfolio
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balanced sampling
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defined contribution
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dynamic hedging
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nested simulation
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pension risk management
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spline regression
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target annuitization fund
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Lin, X. Sheldon
Sherris, Michael
Forsyth, Peter A.
2
Godin, Frédéric
2
Hamel, Emmanuel
2
Li, Shu
2
Vetzal, Kenneth R.
2
Westmacott, Graham
2
Augustyniak, Maciej
1
Balter, Anne G.
1
Chen, An
1
Fergusson, Kevin
1
Gaillardetz, Patrice
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Gweon, Hyukjun
1
Gweon, Hyukjun Jay
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Hieber, Peter
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Lucas, Nathalie
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Mamon, Rogemar
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Molent, Andrea
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Ng, Edwin Hon-Man
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Olivieri, Annamaria
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Rach, Manuel
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Sehner, Thorsten
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Shao, Adam W.
1
Thirurajah, Samuel
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Wang, JinDong
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Werker, Bas J. M.
1
Xu, Mengyi
1
Xu, Wei
1
Yang, Shuai
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Ziveyi, Jonathan
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ASTIN bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
9
UNSW Australian School of Business Research Paper
3
Astin bulletin : the journal of the International Actuarial Association
1
North American actuarial journal
1
Risks : open access journal
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ECONIS (ZBW)
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Portfolio insurance strategies for a target annuitization fund
Xu, Mengyi
;
Sherris, Michael
;
Shao, Adam W.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 873-912
Persistent link: https://www.econbiz.de/10012307389
Saved in:
2
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
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