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subject:"Private retirement provision"
~isPartOf:"The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association"
~isPartOf:"Scandinavian actuarial journal"
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Private retirement provision
Lebensversicherung
100
Life insurance
100
Theorie
26
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life insurance
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Mortality
22
Sterblichkeit
22
Risikomodell
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Option pricing theory
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Actuarial mathematics
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Versicherungsmathematik
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longevity risk
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Ai, Meiqiao
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Chen, An
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Costabile, M.
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Dassatti Camors, Cecilia
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
Scandinavian actuarial journal
Insurance / Mathematics & economics
44
Risks : open access journal
16
Astin bulletin : the journal of the International Actuarial Association
12
Working paper / National Bureau of Economic Research, Inc.
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ASTIN bulletin : the journal of the International Actuarial Association
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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NBER Working Paper
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Journal of pension economics and finance : JPEF
6
NBER working paper series
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Discussion paper / Department of Business and Management Science
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Asia-Pacific journal of risk and insurance : APJRI
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Financial services review : the journal of individual financial management
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Journal of pension economics and finance
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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CESifo working papers
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Finance research letters
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Journal of public economics
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NHH Dept. of Finance & Management Science Discussion Paper
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Netspar Discussion Paper
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Quantitative finance
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UNSW Australian School of Business Research Paper
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CESifo Working Paper Series
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CFS working paper series
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Decisions in economics and finance : a journal of applied mathematics
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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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National Institute economic review
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North American actuarial journal
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Prague economic papers : a bimonthly journal of economic theory and policy
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ECONIS (ZBW)
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1
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
Ai, Meiqiao
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2023
(
2023
)
4
,
pp. 330-358
Persistent link: https://www.econbiz.de/10014336388
Saved in:
2
Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees
Kirkby, J. Lars
;
Aguilar, Jean-Philippe
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 624-654
Persistent link: https://www.econbiz.de/10014383864
Saved in:
3
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:
4
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:
5
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:
6
Variable annuity pricing, valuation, and risk management : a survey
Feng, Runhuan
;
Gan, Guojun
;
Zhang, Ning
- In:
Scandinavian actuarial journal
2022
(
2022
)
10
,
pp. 867-900
Persistent link: https://www.econbiz.de/10013491041
Saved in:
7
Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing
Hartman, Brian
;
Groendyke, Chris
;
Engler, David
- In:
Scandinavian actuarial journal
2020
(
2020
)
2
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012195031
Saved in:
8
The costs of annuitising : are retirees fairly charged?
Dassatti Camors, Cecilia
;
Lluberas, Rodrigo
- In:
The Geneva papers on risk and insurance - issues and …
45
(
2020
)
3
,
pp. 535-557
Persistent link: https://www.econbiz.de/10012592393
Saved in:
9
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
10
A lattice-based model to evaluate variable annuities with guaranted minimum withdrawal benefits under a regime-switching model
Costabile, M.
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 231-244
Persistent link: https://www.econbiz.de/10011772109
Saved in:
11
Long guarantees with short duration : the rolling annuity
Jarner, Søren Fiig
;
Preisel, Michael
- In:
Scandinavian actuarial journal
(
2017
)
6
,
pp. 471-494
Persistent link: https://www.econbiz.de/10011848436
Saved in:
12
Converting retirement benefit into a life care annuity with graded benefits
Pla-Porcel, Javier
;
Ventura Marco, Manuel
; …
- In:
Scandinavian actuarial journal
(
2017
)
10
,
pp. 829-853
Persistent link: https://www.econbiz.de/10011848694
Saved in:
13
Enhanced annuities : drivers of and barriers to supply and demand
Gatzert, Nadine
;
Klotzki, Udo
- In:
The Geneva papers on risk and insurance - issues and …
41
(
2016
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10011657554
Saved in:
14
Guarantee structures in life annuities : a comparative analysis
Pitacco, Ermanno
- In:
The Geneva papers on risk and insurance - issues and …
41
(
2016
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10011657558
Saved in:
15
What determines annuity demand at retirement?
Cappelletti, Giuseppe
;
Guazzarotti, Giovanni
; …
- In:
The Geneva papers on risk and insurance - issues and …
38
(
2013
)
4
,
pp. 777-802
Persistent link: https://www.econbiz.de/10010207339
Saved in:
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