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~isPartOf:"Insurance / Mathematics & economics"
~person:"Li, Zhongfei"
~person:"Sherris, Michael"
~person:"Shubik, Martin"
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Theorie
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18
Mortality
14
Sterblichkeit
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11
Portfolio selection
11
Portfolio-Management
11
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11
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Li, Zhongfei
Sherris, Michael
Shubik, Martin
Young, Virginia R.
51
Haberman, Steven
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Denuit, Michel
42
Dhaene, Jan
39
Cheung, Ka Chun
38
Landriault, David
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Yang, Hailiang
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Hu, Taizhong
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Tan, Ken Seng
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Cai, Jun
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Loisel, Stéphane
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Wüthrich, Mario V.
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Furman, Edward
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Gatzert, Nadine
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Zeng, Yan
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Li, Shuanming
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Marceau, Etienne
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Insurance / Mathematics & economics
Cowles Foundation Discussion Papers
226
Cowles Foundation discussion paper
65
Insurance: Mathematics and Economics
25
Cowles Foundation Discussion Paper
14
Journal of economics
13
Economics letters
10
Journal of mathematical economics
10
Economics Letters
7
Journal of Mathematical Economics
7
Journal of Economics
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Yale School of Management Working Papers
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Zeitschrift für Nationalökonomie
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Cowles Foundation Discussion Paper, Cowles Foundation for Research in Economics at Yale University
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Discussion paper / The Pensions Institute, Cass Business School, City University
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Economic Policy
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International Economic Review
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Journal of Cultural Economics
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Journal of Pension Economics and Finance
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Journal of economic dynamics & control
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Physica A: Statistical Mechanics and its Applications
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Research in experimental economics : a research annual
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Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
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The American economic review
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The IUP Journal of Monetary Economics
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The Icfai university journal of monetary economics
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The Oxford handbook of the economics of central banking
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ECONIS (ZBW)
32
OLC EcoSci
21
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1
Insuring longevity risk and long-term care : bequest, housing and liquidity
Xu, Mengyi
;
Alonso-García, Jennifer
;
Sherris, Michael
; …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 121-141
Persistent link: https://www.econbiz.de/10014317139
Saved in:
2
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
3
Modeling mortality with a Bayesian vector autoregression
Njenga, Carolyn Ndigwako
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 40-57
Persistent link: https://www.econbiz.de/10012419110
Saved in:
4
To borrow or insure? : long term care costs and the impact of housing
Shao, Adam W.
;
Chen, Hua
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 15-34
Persistent link: https://www.econbiz.de/10011990592
Saved in:
5
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
6
Portfolio management with targeted constant market volatility
Bao Doan
;
Papageorgiou, Nicolas A.
;
Reeves, Jonathan J.
; …
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 134-147
Persistent link: https://www.econbiz.de/10011944110
Saved in:
7
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua
;
Li, Zhongfei
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
Saved in:
8
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
;
Sun, Jingyun
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
Saved in:
9
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
Shen, Yang
;
Sherris, Michael
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011530941
Saved in:
10
Modelling lifetime dependence for older ages using a multivariate Pareto distribution
Alai, Daniel H.
;
Landsman, Zinoviy
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 272-285
Persistent link: https://www.econbiz.de/10011597294
Saved in:
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