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Optimal design of private and occupational retirement plans : cumulative doctoral thesis
Rach, Manuel Matthias - 2020
Persistent link: https://www.econbiz.de/10012384004
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Recursive preferences, the value of life, and household finance
Bommier, Antoine; Harenberg, Daniel; Le Grand, François; … - 2020
Persistent link: https://www.econbiz.de/10012319445
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Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts
Horneff, Wolfram J. - 2008
choice model which integrates uninsurable labor income and asymmetric mortality expectations. Our model generates optimal …
Persistent link: https://www.econbiz.de/10012464591
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Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme
Menoncin, Francesco; Vergalli, Sergio - In: Journal of economics 132 (2021) 1, pp. 67-98
Persistent link: https://www.econbiz.de/10012419411
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Assessing the impact of longevity risk for countries with limited data
Assabil, Samuel E.; McLeish, Don L. - In: The journal of retirement : JOR 8 (2021) 3, pp. 62-75
Persistent link: https://www.econbiz.de/10012423144
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COVID-19: Risk-adjusted portfolio returns of emerging and developed equity markets
Harjoto, Maretno Agus; Rossi, Fabrizio; Lee, Robert; … - In: Journal of risk management in financial institutions 14 (2020/2021) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10012504493
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Optimal life-cycle labour supply, consumption, and investment : the role of longevity-linked assets
Menoncin, Francesco; Regis, Luca - In: Journal of banking & finance 120 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012521341
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Geographical diversification and longevity risk mitigation in annuity portfolios
De Rosa, Clemente; Luciano, Elisa; Regis, Luca - In: ASTIN bulletin : the journal of the International … 51 (2021) 2, pp. 375-410
Persistent link: https://www.econbiz.de/10012523250
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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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On retirement time decision making
Chen, An; Hentschel, Felix; Steffensen, Mogens - In: Insurance / Mathematics & economics 100 (2021), pp. 107-129
Persistent link: https://www.econbiz.de/10012622384