Less-expensive long-term annuities linked to mortality, cash and equity
Kevin Fergusson and Eckhard Platen
| Year of publication: |
2023
|
|---|---|
| Authors: | Fergusson, Kevin ; Platen, Eckhard |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 17.2023, 1, p. 170-207
|
| Subject: | Actuarial valuation | Annuities | Benchmark approach | Diversification | Hedging | Law of the minimal price | Long-term contracts | Numéraire portfolio | Real-world valuation | Risk-neutral valuation | Portfolio-Management | Portfolio selection | Sterblichkeit | Mortality | Optionspreistheorie | Option pricing theory | Lebensversicherung | Life insurance | Unternehmensbewertung | Firm valuation | CAPM | Private Altersvorsorge | Private retirement provision |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499522000112 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014306947