Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595)
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scientific article; zbMATH DE number 6930156
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lifetime asset allocation with idiosyncratic and systematic mortality risks |
scientific article; zbMATH DE number 6930156 |
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Lifetime asset allocation with idiosyncratic and systematic mortality risks (English)
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31 August 2018
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investment-consumption
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life insurance
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stochastic mortality
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longevity risk
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0.8052026629447937
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0.7886949777603149
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0.7863084673881531
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0.7817786335945129
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