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1
Optimal dynamic asset allocation of pension fund in
mortality
and salary risks framework
Liang, Zongxia
;
Ma, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Saved in:
2
Asset allocation for a DC pension fund with stochastic income and
mortality
risk : a multi-period mean–variance framework
Yao, Haixiang
;
Lai, Yongzeng
;
Ma, Qinghua
;
Jian, Minjie
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 84-92
Persistent link: https://www.econbiz.de/10010259667
Saved in:
3
Sharing of longevity basis risk in pension schemes with income-drawdown guarantees
Agarwal, Ankush
;
Ewald, Christian
;
Wang, Yongjie
-
2020
Persistent link: https://www.econbiz.de/10012661294
Saved in:
4
Quantification of longevity risk for pension insurance in V4 countries
Gogola, Ján
- In:
Ekonomický časopis : časopis pre ekonomickú …
65
(
2017
)
8
,
pp. 751-762
Persistent link: https://www.econbiz.de/10012151877
Saved in:
5
Optimal risk for pension funds : the sustainability of the UK Universities pension scheme
Miles, David
;
Sefton, James A.
-
2024
Persistent link: https://www.econbiz.de/10014581695
Saved in:
6
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
Saved in:
7
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
Saved in:
8
A stochastic dominance approach to pension-fund selection
Kopa, Miloš
;
Kabašinskas, Audrius
;
Šutienė, Kristina
- In:
IMA journal of management mathematics
33
(
2022
)
1
,
pp. 139-160
Persistent link: https://www.econbiz.de/10012654796
Saved in:
9
Optimal retirement income tontines
Milevsky, Moshe Arye
;
Salisbury, Thomas S.
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 91-105
Persistent link: https://www.econbiz.de/10011397946
Saved in:
10
Systematic and nonsystematic
mortality
risk in pension portfolios
Aro, Helena
- In:
North American actuarial journal
18
(
2014
)
1
,
pp. 59-67
Persistent link: https://www.econbiz.de/10011339022
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