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Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun - In: Insurance / Mathematics & economics 75 (2017), pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
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Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
Han, Nan-Wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 73 (2017), pp. 54-67
Persistent link: https://www.econbiz.de/10011702045
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Intergenerational sharing of unhedgeable inflation risk
Chen, Damiaan H. J.; Beetsma, Roel; Wijnbergen, Sweder van - In: Insurance / Mathematics & economics 113 (2023), pp. 140-160
Persistent link: https://www.econbiz.de/10014466209
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Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping; Rong, Ximin; Zhao, Hui - In: Insurance / Mathematics & economics 64 (2015), pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
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Unhedgeable inflation risk within pension schemes
Chen, Damiaan H. J.; Beetsma, R. M. W. J.; Wijnbergen, … - In: Insurance / Mathematics & economics 90 (2020), pp. 7-24
Persistent link: https://www.econbiz.de/10012169492
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Assessing inflation risk in non-life insurance
Bohnert, Alexander; Gatzert, Nadine; Kolb, Andreas - In: Insurance / Mathematics & economics 66 (2016), pp. 86-96
Persistent link: https://www.econbiz.de/10011442701
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On the analysis of time dependent claims in a class of birth process claim count models
Landriault, David; Willmot, Gordon E.; Xu, Di - In: Insurance / Mathematics & economics 58 (2014), pp. 168-173
Persistent link: https://www.econbiz.de/10010437573
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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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Pricing inflation products with stochastic volatility and stochastic interest rates
Singor, Stefan N.; Grzelak, Lech A.; Bragt, David D. B. van - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 286-299
Persistent link: https://www.econbiz.de/10009736105
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Markowitz’s mean-variance defined contribution pension fund management under inflation : a continuous-time model
Yao, Haixiang; Yang, Zhou; Chen, Ping - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 851-863
Persistent link: https://www.econbiz.de/10010227804