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Management of a pension fund under mortality and financial risks
Hainaut, Donatien; Devolder, Pierre - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 134-155
Persistent link: https://www.econbiz.de/10003755688
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Minimizing the probability of lifetime ruin under borrowing constraints
Bayraktar, Erhan; Young, Virginia R. - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 196-221
Persistent link: https://www.econbiz.de/10003755696
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Securitization, structuring and pricing of longevity risk
Wills, Samuel; Sherris, Michael - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 173-185
Persistent link: https://www.econbiz.de/10003953339
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Longevity risk in pension annuities with exchange options : the effect of product design
Stevens, Ralph; De Waegenaere, Anja; Melenberg, Bertrand - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 222-234
Persistent link: https://www.econbiz.de/10003953356
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Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
van Haastrecht, Alexander; Plat, Richard; Pelsser, … - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 266-277
Persistent link: https://www.econbiz.de/10008747073
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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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Following the rules : integrating asset allocation and annuitization in retirement portfolios
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 396-408
Persistent link: https://www.econbiz.de/10003682561
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Optimal commutable annuities to minimize the probability of lifetime ruin
Wang, Ting; Young, Virginia R. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 200-216
Persistent link: https://www.econbiz.de/10009501685
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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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Minimizing the probability of lifetime ruin under stochastic volatility
Bayraktar, Erhan; Hu, Xueying; Young, Virginia R. - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 194-206
Persistent link: https://www.econbiz.de/10009242040