TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS (Q5866180): Difference between revisions
From MaRDI portal
Latest revision as of 17:42, 30 December 2024
scientific article; zbMATH DE number 7540872
Language | Label | Description | Also known as |
---|---|---|---|
English | TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS |
scientific article; zbMATH DE number 7540872 |
Statements
TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS (English)
0 references
13 June 2022
0 references
group self-annuitization
0 references
longevity-linked annuity benefits
0 references
investment-linked annuity benefits
0 references
mortality credits
0 references
target volatility strategy
0 references
exponentially weighted moving average
0 references
Heston stochastic volatility model
0 references
0 references
0 references