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Optimal retirement income tontines
Milevsky, Moshe Arye; Salisbury, Thomas S. - In: Insurance / Mathematics & economics 64 (2015), pp. 91-105
Persistent link: https://www.econbiz.de/10011397946
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Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
Steinorth, Petra; Mitchell, Olivia S. - In: Insurance / Mathematics & economics 64 (2015), pp. 246-258
Persistent link: https://www.econbiz.de/10011398047
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Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr; Yang, Sharon S.; Liu, Liang-Chih - In: Insurance / Mathematics & economics 64 (2015), pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
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Jump diffusion transition intensities in life insurance and disability annuity
Jang, Jiwook; Siti Norafidah Mohd Ramli - In: Insurance / Mathematics & economics 64 (2015), pp. 440-451
Persistent link: https://www.econbiz.de/10011398140
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Application of Hibah Mu'Allaqah for etirement annuity plan
Ali, M. Mahbubi; Hussain, Lokmanulhakim - In: ISRA international journal of islamic finance 6 (2014) 2, pp. 163-170
Persistent link: https://www.econbiz.de/10011281435
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Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S.; … - In: Insurance / Mathematics & economics 63 (2015), pp. 91-107
Persistent link: https://www.econbiz.de/10011349847
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Valuation of large variable annuity portfolios under nested simulation : a functional data approach
Gan, Guojun; Lin, X. Sheldon - In: Insurance / Mathematics & economics 62 (2015), pp. 138-150
Persistent link: https://www.econbiz.de/10011312079
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Pricing annuity guarantees under a double regime-switching model
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming - In: Insurance / Mathematics & economics 62 (2015), pp. 62-78
Persistent link: https://www.econbiz.de/10011312087
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Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization
Luo, Xiaolin; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 62 (2015), pp. 5-15
Persistent link: https://www.econbiz.de/10011312092
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Heterogeneity of Australian mortality and implications for a viable life annuity market
Su, Shu; Sherris, Michael - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 322-332
Persistent link: https://www.econbiz.de/10009669611