Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (Q5956045): Difference between revisions

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+Coherent Measures of Risk
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+Theory of constant proportion portfolio insurance
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+Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
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+A discussion of parameter and model uncertainty in insurance
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+https://doi.org/10.1016/s0167-6687(01)00082-8
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+W2120691036
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+Publication:5956045