Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595)

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scientific article; zbMATH DE number 6930156
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    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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