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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"Policy research working paper"
~language:"eng"
~subject:"Private retirement provision"
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Private retirement provision
Private Altersvorsorge
25
Theorie
12
Theory
12
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11
Retirement provision
11
Portfolio selection
10
Portfolio-Management
10
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variable annuities
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Vittas, Dimitri
4
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2
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2
Hamel, Emmanuel
2
Li, Shu
2
Rocha, Roberto Rezende
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
Lin, X. Sheldon
1
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1
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1
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1
Ng, Edwin Hon-Man
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1
Packard, Truman
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Thorburn, Craig
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1
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1
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1
World Bank / Latin America and the Caribbean Regional Office / Human Development Sector Management Unit
1
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ASTIN bulletin : the journal of the International Actuarial Association
Policy research working paper
NBER working paper series
79
Working paper / National Bureau of Economic Research, Inc.
75
Insurance / Mathematics & economics
70
Journal of pension economics and finance
61
NBER Working Paper
56
CESifo working papers
37
Netspar Discussion Paper
33
Discussion paper / The Pensions Institute, Cass Business School, City University
26
Pensions : an international journal
25
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25
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
23
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22
Journal of pension economics and finance : JPEF
21
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Journal of public economics
19
MEA discussion papers
18
Policy research working paper : WPS
18
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
15
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Astin bulletin : the journal of the International Actuarial Association
14
CESifo Working Paper Series
14
The varieties of pension governance : pension privatization in Europe
14
IFS reports
13
International social security review
13
Lessons from pension reform in the Americas
13
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Scandinavian actuarial journal
13
Supervising private pensions : institutions and methods
13
The journal of risk and insurance : the journal of the American Risk and Insurance Association
13
Journal of banking & finance
12
Michigan Retirement Research Center Research Paper
12
IFS working paper
11
Journal of economic behavior & organization : JEBO
11
CFS working paper series
10
Fiscal studies : the journal of the Institute for Fiscal Studies
10
Retirement provision in scary markets
10
Discussion paper / Centre for Economic Policy Research
9
IZA Discussion Paper
9
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ECONIS (ZBW)
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1
Risk allocation through shapley decompositions, with applications to variable annuities
Godin, Frédéric
;
Hamel, Emmanuel
;
Gaillardetz, Patrice
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 311-331
Persistent link: https://www.econbiz.de/10014320258
Saved in:
2
A hybrid data mining framework for variable annuity portfolio valuation
Gweon, Hyukjun
;
Li, Shu
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 580-595
Persistent link: https://www.econbiz.de/10014342524
Saved in:
3
Modern life-care tontines
Hieber, Peter
;
Lucas, Nathalie
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 563-589
Persistent link: https://www.econbiz.de/10013270077
Saved in:
4
Target volatility strategies for group self-annuity portfolios
Olivieri, Annamaria
;
Thirurajah, Samuel
;
Ziveyi, Jonathan
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 591-617
Persistent link: https://www.econbiz.de/10013270078
Saved in:
5
Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Westmacott, Graham
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 905-938
Persistent link: https://www.econbiz.de/10012656736
Saved in:
6
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
Saved in:
7
Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic
Fergusson, Kevin
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 381-417
Persistent link: https://www.econbiz.de/10012243342
Saved in:
8
Optimal asset allocation for DC pension decumulation with a variable spending rule
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Westmacott, Graham
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 419-447
Persistent link: https://www.econbiz.de/10012243346
Saved in:
9
An effective bias-corrected bagging method for the valuation of large variable annuity portfolios
Gweon, Hyukjun Jay
;
Li, Shu
;
Mamon, Rogemar
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 853-871
Persistent link: https://www.econbiz.de/10012307387
Saved in:
10
Portfolio insurance strategies for a target annuitization fund
Xu, Mengyi
;
Sherris, Michael
;
Shao, Adam W.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 873-912
Persistent link: https://www.econbiz.de/10012307389
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