Pages that link to "Item:Q492666"

The following pages link to Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection (Q492666):

Displaying 22 items.

• The effect of objective formulation on retirement decision making (Q495508) (← links)
• Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR (Q784441) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
• Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
• Variable annuities: market incompleteness and policyholder behavior (Q2038222) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
• The Annuity Puzzle and an Outline of Its Solution (Q4634005) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Optimal Portfolio Choice in Retirement With Participating Life Annuities (Q4987099) (← links)
• Utilitarian versus neutralitarian design of endowment fund policies (Q5042788) (← links)
• Analytic valuation of GMDB options with utility based asset allocation (Q5042792) (← links)
• Improving Risk Sharing and Borrower Incentives in Mortgage Design (Q5206139) (← links)
• Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← links)
• Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation (Q5241945) (← links)
• Policyholder Exercise Behavior in Life Insurance: The State of Affairs (Q5379239) (← links)
• FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY (Q5745191) (← links)
• Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
• Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin (Q6072267) (← links)
• Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
• Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits (Q6494328) (← links)