Showing 1 - 10 of 70
Persistent link: https://www.econbiz.de/10003755679
Persistent link: https://www.econbiz.de/10005375095
This paper developed a wealth allocation framework for longevity risk protection under stochastic lifetime. By combining the dynamics of wealth evolution and health evolution in stochastic multi-period discrete-time models, an optimization problem was formulated with the objective of maximizing...
Persistent link: https://www.econbiz.de/10010863494
Persistent link: https://www.econbiz.de/10007728691
Persistent link: https://www.econbiz.de/10010370885
Persistent link: https://www.econbiz.de/10010218745
Persistent link: https://www.econbiz.de/10012258900
Persistent link: https://www.econbiz.de/10012202098
Persistent link: https://www.econbiz.de/10014513925
Persistent link: https://www.econbiz.de/10014451973