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Approximating the time-weighted return : the case of flows at unknown time
Guzzetti, Marco - In: Insurance / Mathematics & economics 90 (2020), pp. 25-34
Persistent link: https://www.econbiz.de/10012169493
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Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows
Zhou, Zhongbao; Xiao, Helu; Yin, Jialing; Zeng, Ximei; … - In: Insurance / Mathematics & economics 68 (2016), pp. 187-202
Persistent link: https://www.econbiz.de/10011492670
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Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow
Wu, Huiling; Li, Zhongfei - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 371-384
Persistent link: https://www.econbiz.de/10009544166
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Pricing time-to-event contingent cash flows : a discrete-time survival analysis approach
Lautier, Jackson P.; Pozdnyakov, Vladimir; Yan, Jun - In: Insurance / Mathematics & economics 110 (2023), pp. 53-71
Persistent link: https://www.econbiz.de/10014282475
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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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Longevity-linked assets and pre-retirement consumption/portfolio decisions
Menoncin, Francesco; Regis, Luca - In: Insurance / Mathematics & economics 76 (2017), pp. 75-86
Persistent link: https://www.econbiz.de/10011774776
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Optimal portfolio choice for an insurer with loss aversion
Guo, Wenjing - In: Insurance / Mathematics & economics 58 (2014), pp. 217-222
Persistent link: https://www.econbiz.de/10010437561
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What is the impact of stock market contagion on an investor's portfolio choice?
Branger, Nicole; Kraft, Holger; Meinerding, Christoph - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 94-112
Persistent link: https://www.econbiz.de/10009517592
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Optimal surrender strategies for equity-indexed annuity investors
Moore, Kristen S. - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10009517664
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Return smoothing in life insurance from a client perspective
Ruß, Jochen; Schelling, Stefan - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 91-106
Persistent link: https://www.econbiz.de/10012793912