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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~subject:"Pension fund"
~subject:"bootstrap aggregating"
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ASTIN bulletin : the journal of the International Actuarial Association
Journal of pension economics and finance
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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
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:
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
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
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