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Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan; Schneider, Judith Christiane; … - In: Journal of economic dynamics & control 41 (2014), pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
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Moment matching machine learning methods for risk management of large variable annuity portfolios
Xu, Wei; Chen, Yuehuan; Coleman, Conrad; Coleman, Thomas F. - In: Journal of economic dynamics & control 87 (2018), pp. 1-20
Persistent link: https://www.econbiz.de/10011973875
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Life cycle insurance, bequest motives and annuity loads
Arandjelović, Aleksandar; Kingston, Geoffrey H.; … - In: Journal of economic dynamics & control 157 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014495379
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Fiscal cost of demographic transition in Japan
Kitao, Sagiri - In: Journal of economic dynamics & control 54 (2015), pp. 37-58
Persistent link: https://www.econbiz.de/10011587036
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Fiscal policy effects in a heterogeneous-agent OLG economy with an aging population
Nishiyama, Shinichi - In: Journal of economic dynamics & control 61 (2015), pp. 114-132
Persistent link: https://www.econbiz.de/10011589087
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Retirement spending and biological age
Huang, Huaxiong; Milevsky, Moshe Arye; Salisbury, T. S. - In: Journal of economic dynamics & control 84 (2017), pp. 58-76
Persistent link: https://www.econbiz.de/10011916172
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Income risk, macroeconomic and demographic change, and economic inequality in Japan
Yamada, Tomoaki - In: Journal of economic dynamics & control 36 (2012) 1, pp. 63-84
Persistent link: https://www.econbiz.de/10009419569
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The individual life-cycle, annuity market imperfections and economic growth
Heijdra, Ben J.; Mierau, Jochen O. - In: Journal of economic dynamics & control 36 (2012) 6, pp. 876-890
Persistent link: https://www.econbiz.de/10009573438
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Fair demographic risk sharing in defined contribution pension systems
Gabay, Daniel; Grasselli, Martino - In: Journal of economic dynamics & control 36 (2012) 4, pp. 657-669
Persistent link: https://www.econbiz.de/10009554324
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Aging, transitional dynamics, and gains from trade
Naito, Takumi; Zhao, Laixun - In: Journal of economic dynamics & control 33 (2009) 8, pp. 1531-1542
Persistent link: https://www.econbiz.de/10003861068