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~isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
~language:"eng"
~language:"fra"
~type_genre:"Non-commercial literature"
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Mortality
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Blake, David
17
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Dowd, Kevin
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MacMinn, Richard D.
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Wright, Douglas
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Discussion paper / The Pensions Institute, Cass Business School, City University
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714
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335
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Securitization, structuring and pricing of longevity risk
Wills, Samuel
(
contributor
);
Sherris, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003741032
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2
Integrating financial and demographic longevity risk models : an Australian model for financial applications/ Samuel Wills and Michael Sherris
Wills, Samuel
(
contributor
);
Sherris, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003741036
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3
Mortality-linked securities and derivatives
Biffis, Enrico
;
Blake, David
-
2009
Persistent link: https://www.econbiz.de/10003803147
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4
Financial sophistication and pension plan decisions
Byrne, Alistair
;
Blake, David
;
Mannion, Graham
-
2009
Persistent link: https://www.econbiz.de/10003803154
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5
Optimal funding and investment strategies in defined contribution pension plans under Epstein-Zin utility
Blake, David
(
contributor
);
Wright, Douglas
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003740993
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6
Optimal asset allocation strategy for defined-contribution pension plans with power utility
Ma, Qing-Ping
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003741029
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7
Tax-efficient pension choices in the UK
Sweeting, Paul
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003492784
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8
Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
-
2011
Persistent link: https://www.econbiz.de/10009537381
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9
Age-dependent investing : optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
-
2011
Persistent link: https://www.econbiz.de/10009537388
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10
The distribution of future annuity prices under interest-rate and longevity risks
Dowd, Kevin
(
contributor
);
Blake, David
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003746920
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