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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Portfolio selection"
~subject:"Retirement provision"
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Portfolio selection
Retirement provision
Private Altersvorsorge
83
Private retirement provision
83
Lebensversicherung
55
Life insurance
55
Altersvorsorge
47
Theorie
43
Theory
43
Mortality
32
Sterblichkeit
32
Portfolio-Management
29
Pension fund
19
Pensionskasse
19
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
18
Stochastischer Prozess
18
Variable annuity
16
Risiko
13
Risk
13
Finanzmathematik
12
Mathematical finance
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Variable annuities
11
Gesetzliche Rentenversicherung
10
Leibrente
10
Life annuity
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Public pension system
10
Risikomodell
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Risk model
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Altersgrenze
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Hedging
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Lebenszyklus
8
Life cycle
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Retirement
8
Annuity
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Interest rate
7
Zins
7
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6
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English
63
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Chen, An
5
Sherris, Michael
4
Feng, Runhuan
3
Gan, Guojun
3
Milevsky, Moshe Arye
3
Mitchell, Olivia S.
3
Shevchenko, Pavel V.
3
Guillén, Montserrat
2
Lin, X. Sheldon
2
Luo, Xiaolin
2
Maurer, Raimond
2
Rach, Manuel Matthias
2
Rogalla, Ralph
2
Salisbury, Thomas S.
2
Saunders, David M.
2
Ventura Marco, Manuel
2
Vidal-Meliá, Carlos
2
Ziveyi, Jonathan
2
Ai, Meiqiao
1
Alonso-García, Jennifer
1
Andréasson, Johan G.
1
Arık, Ayşe
1
Bacinello, Anna Rita
1
Balter, Anne G.
1
Beetsma, Roel
1
Bernard, Carole
1
Berstein J., Solange
1
Bilsen, Servaas van
1
Blackburn, Craig
1
Boado-Penas, M. Carmen
1
Bravo, Jorge Miguel Ventura
1
Brinker, Leonie V.
1
Castaneda, Ranu
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Chen, Son-nan
1
Chen, Yen-Chih
1
Chen, Yusha
1
Chiu, Yu-Fen
1
Chávez-Bedoya, Luis
1
Cifuentes, Arturo
1
Clare, Andrew D.
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Insurance / Mathematics & economics
Scandinavian actuarial journal
Journal of pension economics and finance
41
NBER working paper series
33
Working paper / National Bureau of Economic Research, Inc.
29
NBER Working Paper
25
Netspar Discussion Paper
25
Pensions : an international journal
22
Risks : open access journal
22
CESifo working papers
21
Journal of pension economics and finance : JPEF
20
Financial services review : the journal of individual financial management
18
Discussion paper series / IZA
17
Journal of public economics
16
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
14
The varieties of pension governance : pension privatization in Europe
14
Discussion paper / The Pensions Institute, Cass Business School, City University
13
Lessons from pension reform in the Americas
13
Astin bulletin : the journal of the International Actuarial Association
12
CESifo Working Paper Series
12
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
12
ASTIN bulletin : the journal of the International Actuarial Association
11
IFS reports
11
Journal of economic behavior & organization : JEBO
11
Michigan Retirement Research Center Research Paper
10
Retirement provision in scary markets
10
IZA Discussion Paper
9
Journal of banking & finance
9
Netspar academic series
9
The future of multi-pillar pensions
9
Discussion paper / Tinbergen Institute
8
International social security review
8
Private pensions versus social inclusion? : non-state provision for citizens at risk in Europe
8
CFS working paper series
7
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
7
IFS working paper
7
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
7
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
6
DNB working paper
6
Discussion paper
6
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ECONIS (ZBW)
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1
Joint life care annuities to help retired couples to finance the cost of long-term care
Ventura Marco, Manuel
;
Vidal-Meliá, Carlos
; …
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 122-139
Persistent link: https://www.econbiz.de/10014466207
Saved in:
2
Two-phase selection of representative contracts for valuation of large variable annuity portfolios
Jiang, Ruihong
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 293-309
Persistent link: https://www.econbiz.de/10014466217
Saved in:
3
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:
4
Insuring longevity risk and long-term care : bequest, housing and liquidity
Xu, Mengyi
;
Alonso-García, Jennifer
;
Sherris, Michael
; …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 121-141
Persistent link: https://www.econbiz.de/10014317139
Saved in:
5
Managing reputational risk in the decumulation phase of a pension fund
Boado-Penas, M. Carmen
;
Brinker, Leonie V.
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 52-68
Persistent link: https://www.econbiz.de/10014282469
Saved in:
6
Valuation of variable annuities with guaranteed minimummaturity benefits and periodic fees
Ai, Meiqiao
;
Wang, Yunyun
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2024
(
2024
)
3
,
pp. 252-278
Persistent link: https://www.econbiz.de/10014520482
Saved in:
7
Tail index-linked annuity : a longevity risk sharing retirement plan
Chen, An
;
Li, Hong
;
Schultze, Mark B.
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 139-164
Persistent link: https://www.econbiz.de/10012872655
Saved in:
8
Analytic valuation of GMDB options with utility based asset allocation
Ulm, Eric R.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 816-840
Persistent link: https://www.econbiz.de/10013419050
Saved in:
9
Refundable income annuities : feasibility of money-back guarantees
Milevsky, Moshe Arye
;
Salisbury, Thomas S.
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 175-193
Persistent link: https://www.econbiz.de/10013348997
Saved in:
10
Care-dependent tontines
Chen, An
;
Chen, Yusha
;
Xu, Xian
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 69-89
Persistent link: https://www.econbiz.de/10013380463
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