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Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Li, Danping; Rong, Ximin; Zhao, Hui; Yi, Bo - In: Insurance / Mathematics & economics 72 (2017), pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
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Optimal retirement income tontines
Milevsky, Moshe Arye; Salisbury, Thomas S. - In: Insurance / Mathematics & economics 64 (2015), pp. 91-105
Persistent link: https://www.econbiz.de/10011397946
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Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia; Ma, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
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A new defined benefit pension risk measurement methodology
Ai, Jing; Brockett, Patrick L.; Jacobson, Allen F. - In: Insurance / Mathematics & economics 63 (2015), pp. 40-51
Persistent link: https://www.econbiz.de/10011349856
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Bringing cost transparency to the life annuity market
Donnelly, Catherine; Guillén, Montserrat; Nielsen, … - In: Insurance / Mathematics & economics 56 (2014), pp. 14-27
Persistent link: https://www.econbiz.de/10010385045
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Asset allocation for a DC pension fund with stochastic income and mortality risk : a multi-period mean–variance framework
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Jian, Minjie - In: Insurance / Mathematics & economics 54 (2014), pp. 84-92
Persistent link: https://www.econbiz.de/10010259667
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Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
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Longevity risk and capital markets : the 2019-20 update
Blake, David; Cairns, Andrew - In: Insurance / Mathematics & economics 99 (2021), pp. 395-439
Persistent link: https://www.econbiz.de/10012649241
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The economics of sharing macro-longevity risk
Broeders, Dirk; Mehlkopf, Roel; Ool, Annick van - In: Insurance / Mathematics & economics 99 (2021), pp. 440-458
Persistent link: https://www.econbiz.de/10012649242
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Longevity risk and retirement income tax efficiency : a location spending rate puzzle
Huang, Huaxiong; Milevsky, Moshe Arye - In: Insurance / Mathematics & economics 71 (2016), pp. 50-62
Persistent link: https://www.econbiz.de/10011630606