Optimal asset allocation for participating contracts with mortality risk under minimum guarantee
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Publication:5077434
DOI10.1080/03610926.2019.1589518OpenAlexW2979567681WikidataQ128176578 ScholiaQ128176578MaRDI QIDQ5077434
Sang Wu, Wenxin Lv, Yinghui Dong, Guo-jing Wang
Publication date: 18 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1589518
Related Items (3)
Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees ⋮ Hedging longevity risk in defined contribution pension schemes ⋮ Parameter estimation for Vasicek model driven by a general Gaussian noise
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