Less-expensive long-term annuities linked to mortality, cash and equity
Year of publication: |
2023
|
---|---|
Authors: | Fergusson, Kevin ; Platen, Eckhard |
Subject: | Actuarial valuation | Annuities | Benchmark approach | Diversification | Hedging | Law of the minimal price | Long-term contracts | Numéraire portfolio | Real-world valuation | Risk-neutral valuation | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Lebensversicherung | Life insurance | Unternehmensbewertung | Firm valuation | Bewertung | Evaluation | Private Altersvorsorge | Private retirement provision | Versicherungsmathematik | Actuarial mathematics | CAPM | Benchmarking |
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