Pages that link to "Item:Q997092"

The following pages link to Management of a pension fund under mortality and financial risks (Q997092):

Displaying 9 items.

• Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461) (← links)
• Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints (Q659088) (← links)
• Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← links)
• Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk (Q743143) (← links)
• Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
• The role of longevity bonds in optimal portfolios (Q939371) (← links)
• Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
• Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
• IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH (Q5745190) (← links)