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A multivariate model of strategic asset allocation with longevity risk
Favero, Carlo A.; Tebaldi, Claudio - 2014
Persistent link: https://www.econbiz.de/10010362899
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Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
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A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio; Favero, Carlo A.; Nocera, Giacomo; … - 2013 - This version: October, 2013
Persistent link: https://www.econbiz.de/10011817731
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Funding pensions in Scotland : would independence matter?
Bell, David N. F.; Comerford, David; Eiser, David - In: National Institute economic review (2014) 227, pp. 21-31
Persistent link: https://www.econbiz.de/10010396094
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Value of life and annuity demand
Pashchenko, Svetlana; Ponpoje Porapakkarm - In: The journal of risk & insurance 89 (2022) 2, pp. 371-396
Persistent link: https://www.econbiz.de/10013191439
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Optimal consumption and portfolio choice of retirees with longevity risk
Kremer, Alexander; Liese, Friedrich; Homölle, Susanne; … - In: Journal of pension economics and finance 13 (2014) 3, pp. 227-249
Persistent link: https://www.econbiz.de/10010509295
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Assessing the impact of climate risk stresses on life insurance portfolios
Dong, Michelle; Bruhn, Aaron; Shang, Han Lin; Hui, Francis - In: Asia-Pacific journal of risk and insurance : APJRI 18 (2024) 1, pp. 87-114
Persistent link: https://www.econbiz.de/10014531204
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Managing longevity risk
Li, Hong - 2015
Persistent link: https://www.econbiz.de/10011373370
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Modeling and management of longevity risk
Cairns, Andrew - In: Recreating sustainable retirement : resilience, …, (pp. 71-88). 2014
Persistent link: https://www.econbiz.de/10010458573