机译:通胀风险下的最优年金投资组合
DTU Management Engineering, Management Science, Technical University of Denmark, Produktionstorvet 426, 2800 Kgs. Lyngby, Denmark;
DTU Management Engineering, Management Science, Technical University of Denmark, Produktionstorvet 426, 2800 Kgs. Lyngby, Denmark;
DTU Management Engineering, Management Science, Technical University of Denmark, Produktionstorvet 426, 2800 Kgs. Lyngby, Denmark,School of Economics and Management, Free University of Bolzano/Bozen, Universitaetsplatz 1, 39100 Bolzano, Italy;
Inflation-linked annuity; Retirement planning; CRRA utility; Loss disutility; Multi-stage stochastic programming;
机译:利率和通胀风险下的最优消费,投资组合和人寿保险政策
机译:通胀风险下人寿保险的最佳投资组合选择
机译:对寿险公司/年金提供者和金融中介机构的投资组合的死亡率/寿命风险进行套期保值
机译:人寿年金的违约风险和年金之谜
机译:根据消费者的选择以及供需风险,企业的最佳资源组合。
机译:退休时的投资组合选择:健康风险以及对年金住房和高风险资产的需求
机译:通胀风险下的最优年金组合