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person:"Blake, David"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~person:"Augustyniak, Maciej"
~person:"Hens, Thorsten"
~person:"Li, Duan"
~person:"Platen, Eckhard"
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Blake, David
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ASTIN bulletin : the journal of the International Actuarial Association
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
Research paper series / Swiss Finance Institute
18
Discussion paper / The Pensions Institute, Cass Business School, City University
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Swiss Finance Institute Research Paper
11
Journal of economic dynamics & control
9
Asia-Pacific financial markets
8
Working Paper
7
Discussion paper / Department of Business and Management Science
6
European journal of operational research : EJOR
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
Discussion paper / the Pensions Institute, Birkbeck College, University of London
4
Discussion papers / Department of Economics, University of Copenhagen
4
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
UBS paper
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Discussion paper / LSE Financial Markets Group
3
Discussion paper in financial economics : FE
3
Discussion paper series / LSE Financial Markets Group
3
Mathematics and financial economics
3
The journal of computational finance
3
Working paper / Institute for Empirical Research in Economics, University of Zürich
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Applied financial economics
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
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Discussion paper / Centre for Economic Policy Research
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Journal of banking & finance
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Journal of econometrics
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Journal of financial and quantitative analysis : JFQA
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Journal of mathematical economics
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Journal of the Operational Research Society : OR
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Operations research
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The journal of asset management
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ASTIN BULLETIN - The Journal of the ASTIN and AFIR Section of the International Actuarial Association - Vol.33 - No.2, 2003; 53-172
1
Annals of finance
1
Australian economic papers
1
Casualty Actuarial Society - Astin Bulletin
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A mixed bond and equity fund model for the valuation of variable annuities
Augustyniak, Maciej
;
Godin, Frédéric
;
Hamel, Emmanuel
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10012437276
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2
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
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