Lifetime asset allocation with idiosyncratic and systematic mortality risks
Yang Shen and Michael Sherris
| Year of publication: |
February-June 2018
|
|---|---|
| Authors: | Shen, Yang ; Sherris, Michael |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 4, p. 294-327
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| Subject: | Investment-consumption | life insurance | stochastic mortality | longevity risk | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Risikomodell | Risk model | Risiko | Risk | Theorie | Theory | Stochastischer Prozess | Stochastic process | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2017.1343749 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011881099