Optimal annuity portfolio under inflation risk (Q2355721)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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