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Securitizing and tranching longevity exposures
Biffis, Enrico; Blake, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10003953340
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Three retirement decision models for defined contribution pension plan members : a simulation study
MacDonald, Bonnie-Jeanne; Cairns, Andrew - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10008839775
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Pension fund investments and the valuation of liabilities under conditional indexation
Jong, Frank de - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10003681580
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Mean-variance optimization problems for an accumulation phase in a defined benefit plan
Delong, Łukasz; Gerrard, Russell; Haberman, Steven - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 107-118
Persistent link: https://www.econbiz.de/10003681678
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A benchmarking approach to optimal asset allocation for insurers and pension funds
Lim, Andrew E. B.; Wong, Bernard - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 317-327
Persistent link: https://www.econbiz.de/10003966593
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A utility-based comparison of pension funds and life insurance companies under regulatory constraints
Broeders, Dirk; Chen, An; Koos, Birgit - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009157458
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Optimal asset allocation for DC pension plans under inflation
Han, Nan-wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 172-181
Persistent link: https://www.econbiz.de/10009558144
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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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Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia; Ma, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
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Less is more : increasing retirement gains by using an upside terminal wealth constraint
Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat - In: Insurance / Mathematics & economics 64 (2015), pp. 259-267
Persistent link: https://www.econbiz.de/10011398052