TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS (Q5866180): Difference between revisions

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Revision as of 23:55, 5 March 2024

scientific article; zbMATH DE number 7540872
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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)
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    13 June 2022
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    group self-annuitization
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    longevity-linked annuity benefits
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    investment-linked annuity benefits
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    mortality credits
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    target volatility strategy
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    exponentially weighted moving average
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    Heston stochastic volatility model
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