Russell Gerrard

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging European Journal of Operational Research	2023-07-04	Paper
The Management of Decumulation Risks in a Defined Contribution Pension Plan North American Actuarial Journal	2021-12-22	Paper
Long-term real dynamic investment planning Insurance Mathematics & Economics	2020-08-03	Paper
Communication and personal selection of pension saver's financial risk European Journal of Operational Research	2019-01-09	Paper
Tail dependence measure for examining financial extreme co-movements Journal of Econometrics	2016-09-06	Paper
On the worst and least possible asymptotic dependence Journal of Multivariate Analysis	2015-12-23	Paper
Less is more: increasing retirement gains by using an upside terminal wealth constraint Insurance Mathematics & Economics	2015-09-14	Paper
Choosing the optimal annuitization time post-retirement Quantitative Finance	2014-01-24	Paper
Mean-variance optimization problems for an accumulation phase in a defined benefit plan Insurance Mathematics & Economics	2008-08-22	Paper
Mean-variance portfolio selection for a non-life insurance company Mathematical Methods of Operations Research	2008-02-20	Paper
Stochastic pension fund control in the presence of Poisson jumps Insurance Mathematics & Economics	2007-09-03	Paper
The premium and the risk of a life policy in the presence of interest rate fluctuations Insurance Mathematics & Economics	2005-08-05	Paper
Optimal investment choices post-retirement in a defined contribution pension scheme Insurance Mathematics & Economics	2005-01-13	Paper
scientific article; zbMATH DE number 2101244 (Why is no real title available?)	2004-09-21	Paper
Stability of pension systems when gains/losses are amortized and rates of return are autoregressive Insurance Mathematics & Economics	1999-06-23	Paper
Regularity conditions for semi-Markov and Markov chains in continuous time Journal of Applied Probability	1983-01-01	Paper

Research outcomes over time

This page was built for person: Russell Gerrard