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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
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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
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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
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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
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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
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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
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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
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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
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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
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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