Optimal asset allocation in life annuities: a note.

DOI10.1016/S0167-6687(02)00097-5zbMath1074.91548MaRDI QIDQ1413310

Narat Charupat, Moshe Arye Milevsky

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

Asset allocationLife annuitiesMortality-contingent claims

Mathematics Subject Classification ID

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