Optimal annuity portfolio under inflation risk (Q2355721): Difference between revisions

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Revision as of 21:03, 19 March 2024

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Optimal annuity portfolio under inflation risk
scientific article

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    Optimal annuity portfolio under inflation risk (English)
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    24 July 2015
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    inflation-linked annuity
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    retirement planning
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    CRRA utility
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    loss disutility
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    multi-stage stochastic programming
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