Russell Gerrard

Available identifiers

Publication	Date of Publication	Type
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging	2023-07-04	Paper
The Management of Decumulation Risks in a Defined Contribution Pension Plan	2021-12-22	Paper
Long-term real dynamic investment planning	2020-08-03	Paper
Communication and personal selection of pension saver's financial risk	2019-01-09	Paper
Tail dependence measure for examining financial extreme co-movements	2016-09-06	Paper
On the worst and least possible asymptotic dependence	2015-12-23	Paper
Less is more: increasing retirement gains by using an upside terminal wealth constraint	2015-09-14	Paper
Choosing the optimal annuitization time post-retirement	2014-01-24	Paper
Mean-variance optimization problems for an accumulation phase in a defined benefit plan	2008-08-22	Paper
Mean-variance portfolio selection for a non-life insurance company	2008-02-20	Paper
Stochastic pension fund control in the presence of Poisson jumps	2007-09-03	Paper
The premium and the risk of a life policy in the presence of interest rate fluctuations	2005-08-05	Paper
Optimal investment choices post-retirement in a defined contribution pension scheme	2005-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q4817829	2004-09-21	Paper
Stability of pension systems when gains/losses are amortized and rates of return are autoregressive	1999-06-23	Paper
Regularity conditions for semi-Markov and Markov chains in continuous time	1983-01-01	Paper

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