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A new inference strategy for general population mortality tables
Boumezoued, Alexandre; Hoffmann, Marc; Jeunesse, Paulien - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 325-356
Persistent link: https://www.econbiz.de/10012243332
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Fair transition from defined benefit to target benefit
Zhu, Xiaobai; Hardy, Mary Rosalyn; Saunders, David M. - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 873-904
Persistent link: https://www.econbiz.de/10012656735
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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
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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
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A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
Liang, Xiaoqing; Young, Virginia R. - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 619-643
Persistent link: https://www.econbiz.de/10013270079
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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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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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On the optimal combination of annuities and tontines
Chen, An; Rach, Manuel; Sehner, Thorsten - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 95-129
Persistent link: https://www.econbiz.de/10012194113
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A defined benefit pension plan model with stochastic salary and heterogeneous discounting
Josa-Fombellida, Ricardo; López-Casado, Paula; Navas, Jorge - In: ASTIN bulletin : the journal of the International … 53 (2023) 1, pp. 62-83
Persistent link: https://www.econbiz.de/10014247641
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Target benefit pension plan with longevity risk and intergenerational equity
Rong, Ximin; Tao, Cheng; Zhao, Hui - In: ASTIN bulletin : the journal of the International … 53 (2023) 1, pp. 84-103
Persistent link: https://www.econbiz.de/10014247645