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Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin; Zhu, Dan; Platen, Eckhard - In: ASTIN bulletin : the journal of the International … 51 (2021) 2, pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
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Multi-population mortality modelling : a Bayesian hierarchical approach
Shi, Jianjie; Shi, Yanlin; Wang, Pengjie; Zhu, Dan - In: ASTIN bulletin : the journal of the International … 54 (2024) 1, pp. 46-74
Persistent link: https://www.econbiz.de/10014485594
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Target benefit versus defined contribution scheme : a multi-period framework
Chen, Ping; Yao, Haixiang; Yang, Hailiang; Zhu, Dan - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 545-579
Persistent link: https://www.econbiz.de/10014342511
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Modelling mortality : a Bayesian factor-augmented VAR (FAVAR) approach
Lu, Yang; Zhu, Dan - In: ASTIN bulletin : the journal of the International … 53 (2023) 1, pp. 29-61
Persistent link: https://www.econbiz.de/10014247639