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Mortality density forecasts : an analysis of six stochastic mortality models
Cairns, Andrew; Blake, David; Dowd, Kevin; Coughlan, Guy D. - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 355-367
Persistent link: https://www.econbiz.de/10008989294
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Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
Shao, Adam W.; Hanewald, Katja; Sherris, Michael - In: Insurance / Mathematics & economics 63 (2015), pp. 76-90
Persistent link: https://www.econbiz.de/10011349848
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Nonparametric long term prediction of stock returns with generated bond yields
Scholz, Michael; Sperlich, Stefan; Nielsen, Jens Perch - In: Insurance / Mathematics & economics 69 (2016), pp. 82-96
Persistent link: https://www.econbiz.de/10011530926
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Long-term real dynamic investment planning
Gerrard, Russell; Hiabu, Munir; Nielsen, Jens Perch; … - In: Insurance / Mathematics & economics 92 (2020), pp. 90-103
Persistent link: https://www.econbiz.de/10012242041
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Portfolio management with targeted constant market volatility
Bao Doan; Papageorgiou, Nicolas A.; Reeves, Jonathan J.; … - In: Insurance / Mathematics & economics 83 (2018), pp. 134-147
Persistent link: https://www.econbiz.de/10011944110
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Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
Wang, Pei; Shen, Yang; Zhang, Ling; Kang, Yuxin - In: Insurance / Mathematics & economics 100 (2021), pp. 384-407
Persistent link: https://www.econbiz.de/10012622401
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Nonparametric prediction of stock returns based on yearly data : the long-term view
Scholz, Michael; Nielsen, Jens Perch; Sperlich, Stefan - In: Insurance / Mathematics & economics 65 (2015), pp. 143-155
Persistent link: https://www.econbiz.de/10011422898
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Optimal investment, consumption and life insurance purchase with learning about return predictability
Peng, Xingchun; Li, Baihui - In: Insurance / Mathematics & economics 113 (2023), pp. 70-95
Persistent link: https://www.econbiz.de/10014466205
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Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian; Yang, Fan - In: Insurance / Mathematics & economics 64 (2015), pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
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On sums of two counter-monotonic risks
Chaoubi, Ihsan; Cossette, Hélène; Gadoury, Simon-Pierre; … - In: Insurance / Mathematics & economics 92 (2020), pp. 47-60
Persistent link: https://www.econbiz.de/10012242038