It's time to retire ruin (probabilities)
Year of publication: |
March/April 2016
|
---|---|
Authors: | Milevsky, Moshe Arye |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 72.2016, 2, p. 8-12
|
Subject: | Altersgrenze | Retirement | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Flexible Altersgrenze | Flexible retirement |
-
Longevity risk in life insurance products
Stevens, Ralph, (2011)
-
Optimal consumption and portfolio selection with early retirement option
Yang, Zhou, (2018)
-
Portfolio selections for insurers with ambiguity aversion : minimizing the probability of ruin
Liu, Bing, (2024)
- More ...
-
Tax Effects in Canadian Equity Option Markets
Milevsky, Moshe Arye, (1997)
-
International equity diversification and shortfall risk
Ho, Kwok, (1999)
-
Variable annuities versus mutual funds: a Monte-Carlo analysis of the options
Milevsky, Moshe Arye, (2001)
- More ...