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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"Policy research working paper"
~subject:"Private retirement provision"
~subject:"Sterblichkeit"
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Private retirement provision
Sterblichkeit
Private Altersvorsorge
25
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12
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11
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11
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10
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4
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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
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37
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33
MEA discussion papers
32
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26
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25
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
23
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Financial services review : the journal of individual financial management
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Journal of public economics
19
Policy research working paper : WPS
18
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
15
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
15
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
International social security review
13
Lessons from pension reform in the Americas
13
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13
Scandinavian actuarial journal
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Supervising private pensions : institutions and methods
13
The journal of risk and insurance : the journal of the American Risk and Insurance Association
13
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
13
IFS reports
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Journal of banking & finance
12
Michigan Retirement Research Center Research Paper
12
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IFS working paper
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Journal of economic behavior & organization : JEBO
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10
Fiscal studies : the journal of the Institute for Fiscal Studies
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ECONIS (ZBW)
25
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1
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:
2
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:
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
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:
8
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
Saved in:
9
Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
Lin, X. Sheldon
;
Yang, Shuai
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 913-957
Persistent link: https://www.econbiz.de/10012307390
Saved in:
10
Risk-based capital for variable annuity under stochastic interest rate
Wang, JinDong
;
Xu, Wei
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 959-999
Persistent link: https://www.econbiz.de/10012307392
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