Stochastic methods for pension funds
Year of publication: |
2012
|
---|---|
Authors: | Devolder, Pierre ; Janssen, Jacques ; Manca, Raimondo |
Publisher: |
Oxford : Wiley-Blackwell [u.a.] |
Subject: | Pensionskasse | Pension fund | Statistische Methode | Statistical method | Finanzmathematik | Mathematical finance | Sterblichkeit | Mortality | Altersvorsorge | Retirement provision | Risikomodell | Risk model | Stochastisches Modell | Risikomanagement |
Description of contents: | Table of Contents [gbv.de] |
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Sharing of longevity basis risk in pension schemes with income-drawdown guarantees
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An eļ¬cient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita, (2021)
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Stochastic assessment of special-rate life annuities
Olivieri, Annamaria, (2024)
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Mathematical finance : deterministic and stochastic models
Janssen, Jacques, (2009)
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The dynamic behaviour of non-homogeneous single-unireducible Markov and semi-Markov chains
D'Amico, Guglielmo, (2009)
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Semi-Markov risk models for finance, insurance and reliability
Janssen, Jacques, (2007)
- More ...