Optimal portfolio choice with tontines under systematic longevity risk
Irina Gemmo, Ralph Rogalla and Jan-Hendrik Weinert
| Year of publication: |
2020
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|---|---|
| Authors: | Gemmo, Irina ; Rogalla, Ralph ; Weinert, Jan-Hendrik |
| 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. 14.2020, 2, p. 302-315
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| Subject: | Mortality | Retirement planning | Systematic longevity risk | Tontines | Sterblichkeit | Portfolio-Management | Portfolio selection | Altersvorsorge | Retirement provision | Risikomodell | Risk model | Risiko | Risk | Lebensversicherung | Life insurance | Altersgrenze | Retirement | Lebenszyklus | Life cycle |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499520000214 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307357