TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS (Q5866180)
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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)
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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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