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ECONIS (ZBW)
389
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1
Approximating the time-weighted return : the case of flows at unknown time
Guzzetti, Marco
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 25-34
Persistent link: https://www.econbiz.de/10012169493
Saved in:
2
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 118-137
Persistent link: https://www.econbiz.de/10011312080
Saved in:
3
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
Saved in:
4
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
Menoncin, Francesco
;
Vigna, Elena
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 172-184
Persistent link: https://www.econbiz.de/10011774817
Saved in:
5
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
Saved in:
6
A benchmark approach to risk-minimization under partial information
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 129-146
Persistent link: https://www.econbiz.de/10010366196
Saved in:
7
Asset allocation strategies in the presence of liability constraints
Cousin, Areski
;
Jiao, Ying
;
Robert, Christian Yann
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 327-338
Persistent link: https://www.econbiz.de/10011597318
Saved in:
8
A
benchmarking
approach to track and compare administrative charges on flow and balance in individual account pension systems
Chávez-Bedoya, Luis
;
Castaneda, Ranu
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 7-23
Persistent link: https://www.econbiz.de/10012491955
Saved in:
9
Optimizing the equity-bond-annuity portfolio in retirement : the impact of uncertain health expenses
Pang, Gaobo
;
Warshawsky, Mark J.
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 198-209
Persistent link: https://www.econbiz.de/10003953351
Saved in:
10
An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process
Delong, Łukasz
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 278-293
Persistent link: https://www.econbiz.de/10008747068
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