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108
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Sherris, Michael
6
Li, Zhongfei
5
Liang, Zongxia
5
Mitchell, Olivia S.
5
Young, Virginia R.
5
Chen, An
4
Haberman, Steven
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Maurer, Raimond
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Milevsky, Moshe Arye
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Zeng, Yan
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Guan, Guohui
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Guillén, Montserrat
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Shen, Yang
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Boado-Penas, M. Carmen
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Insurance / Mathematics & economics
NBER working paper series
388
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308
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163
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137
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112
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International social security review
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Die Angestellten-Versicherung : Zeitschrift der Bundesversicherungsanstalt für Angestellte ; amtliches Veröffentlichungsblatt
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Journal of the economics of ageing
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ECONIS (ZBW)
108
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41
A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans
Li, Yuying
;
Forsyth, Peter A.
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 189-204
Persistent link: https://www.econbiz.de/10012058861
Saved in:
42
Pension risk management with funding and buyout options
Cox, Samuel H.
;
Lin, Yijia
;
Shi, Tianxiang
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011825260
Saved in:
43
The effect of longevity drift and investment volatility on income sufficiency in retirement
Mayhew, Leslie
;
Smith, David
;
Wright, Douglas
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 201-211
Persistent link: https://www.econbiz.de/10011825263
Saved in:
44
Valuation of longevity-linked life annuities
Bravo, Jorge Miguel Ventura
;
Mekkaoui-de Freitas, Najat el-
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 212-229
Persistent link: https://www.econbiz.de/10011825268
Saved in:
45
Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits : a variance reduction approach
Hsieh, Ming-hua
;
Wang, Jennifer L.
;
Chiu, Yu-Fen
;
Chen, …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 246-254
Persistent link: https://www.econbiz.de/10011825282
Saved in:
46
Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial markets
Kurtbegu, Enareta
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 286-300
Persistent link: https://www.econbiz.de/10011825309
Saved in:
47
Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
Wang, Suxin
;
Lu, Yi
;
Sanders, Barbara
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011872903
Saved in:
48
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:
49
Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
Josa-Fombellida, Ricardo
;
López-Casado, Paula
; …
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 73-86
Persistent link: https://www.econbiz.de/10011929838
Saved in:
50
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:
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