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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~person:"Olivieri, Annamaria"
~person:"Sherris, Michael"
~subject:"Pension fund"
~subject:"Private retirement provision"
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Pension fund
Private retirement provision
Altersvorsorge
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Portfolio selection
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Private Altersvorsorge
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Retirement provision
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Group self-annuitization
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Heston stochastic volatility model
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Investment Fund
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defined contribution
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exponentially weighted moving average
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investment-linked annuity benefits
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Olivieri, Annamaria
Sherris, Michael
Forsyth, Peter A.
2
Godin, Frédéric
2
Hamel, Emmanuel
2
Li, Shu
2
Vetzal, Kenneth R.
2
Westmacott, Graham
2
Augustyniak, Maciej
1
Balter, Anne G.
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Chen, An
1
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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Hieber, Peter
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Lin, X. Sheldon
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Lucas, Nathalie
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Mamon, Rogemar
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Molent, Andrea
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Ng, Edwin Hon-Man
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Rach, Manuel
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Sehner, Thorsten
1
Shao, Adam W.
1
Thirurajah, Samuel
1
Wang, JinDong
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Werker, Bas J. M.
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Xu, Mengyi
1
Xu, Wei
1
Yang, Shuai
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ASTIN bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
7
Risks : open access journal
4
UNSW Australian School of Business Research Paper
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Astin bulletin : the journal of the International Actuarial Association
1
CAREFIN Research Paper
1
Journal of pension economics and finance
1
Life insurance in Europe : risk analysis and market challenges
1
The ICFAI university journal of financial risk management : IJFRM
1
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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:
2
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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