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Immunization of multiple liabilities
Shiu, Elias S. W. - In: Insurance / Mathematics & economics 7 (1988) 4, pp. 219-224
Persistent link: https://www.econbiz.de/10001069523
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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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Optimal bond portfolios with fixed time to maturity
Andersson, Patrik; Lagerås, Andreas N. - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 429-438
Persistent link: https://www.econbiz.de/10010195912
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A new immunization inequality for random streams of assets, liabilities and interest rates
Gajek, Lesław; Krajewska, Elżbieta - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 624-631
Persistent link: https://www.econbiz.de/10010227919
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Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 55 (2014), pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
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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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Optimal investment and consumption decision of a family with life insurance
Kwak, Minsuk; Shin, Yong Hyun; Choi, U Jin - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 176-188
Persistent link: https://www.econbiz.de/10008989358
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Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints
Yuan, Haili; Hu, Yijun - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 405-409
Persistent link: https://www.econbiz.de/10009517553
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Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
He, Lin; Liang, Zongxia; Song, Yilun; Qi, Ye - In: Insurance / Mathematics & economics 102 (2022), pp. 188-202
Persistent link: https://www.econbiz.de/10013271971
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Optimal consumption and life insurance under shortfall aversion and a drawdown constraint
Li, Xun; Yu, Xiang; Zhang, Qinyi - In: Insurance / Mathematics & economics 108 (2023), pp. 25-45
Persistent link: https://www.econbiz.de/10013534508