Pages that link to "Item:Q492666"
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The following pages link to Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection (Q492666):
Displayed 22 items.
- The effect of objective formulation on retirement decision making (Q495508) (← links)
- Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR (Q784441) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
- Variable annuities: market incompleteness and policyholder behavior (Q2038222) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
- The Annuity Puzzle and an Outline of Its Solution (Q4634005) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Optimal Portfolio Choice in Retirement With Participating Life Annuities (Q4987099) (← links)
- Utilitarian versus neutralitarian design of endowment fund policies (Q5042788) (← links)
- Analytic valuation of GMDB options with utility based asset allocation (Q5042792) (← links)
- Improving Risk Sharing and Borrower Incentives in Mortgage Design (Q5206139) (← links)
- Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← links)
- Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation (Q5241945) (← links)
- Policyholder Exercise Behavior in Life Insurance: The State of Affairs (Q5379239) (← links)
- FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY (Q5745191) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin (Q6072267) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- Optimal post-retirement consumption and portfolio choices with idiosyncratic individual mortality force and awareness of mortality risk (Q6106191) (← links)