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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"Working paper"
~person:"Li, Shu"
~person:"Shao, Adam W."
~person:"Wang, JinDong"
~subject:"Private Altersvorsorge"
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Private Altersvorsorge
Private retirement provision
5
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Portfolio-Management
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3
Variable annuity
3
Altersvorsorge
2
Lebensversicherung
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portfolio valuation
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Intertemporal choice
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Li, Shu
Shao, Adam W.
Wang, JinDong
Forsyth, Peter A.
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Godin, Frédéric
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Hamel, Emmanuel
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Kudrna, George
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Olivieri, Annamaria
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Sherris, Michael
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Westmacott, Graham
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Xu, Mengyi
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Castellino, Onorato
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Chen, An
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Dobrescu, Loretti Isabella
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Fergusson, Kevin
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Gaillardetz, Patrice
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Gweon, Hyukjun
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Gweon, Hyukjun Jay
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Iraizoz, Ander
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Lin, X. Sheldon
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Newell, Benjamin R.
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Ng, Edwin Hon-Man
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Peksevim, Seda
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ASTIN bulletin : the journal of the International Actuarial Association
Working paper
Insurance / Mathematics & economics
2
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ECONIS (ZBW)
5
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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
Insuring longevity risk and long-term care : bequest, housing, and liquidity
Xu, Mengyi
;
Alonso-García, Jennifer
;
Sherris, Michael
; …
-
2022
Persistent link: https://www.econbiz.de/10013503805
Saved in:
3
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:
4
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:
5
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
Saved in:
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