Optimal asset allocation in life annuities: a note Journal Articles

authors

• Charupat, Narat
• Milevsky, Moshe A

status

• published 

publication date

• April 2002

has subject area

• 01 Mathematical Sciences (FoR)
• 14 Economics (FoR)
• 15 Commerce, Management, Tourism and Services (FoR)
• Statistics & Probability (Science Metrix)

published in

• Insurance, Mathematics & Economics  Journal

keywords

• Business & Economics
• DISTRIBUTIONS
• Economics
• MODEL
• Mathematical Methods In Social Sciences
• Mathematics
• Mathematics, Interdisciplinary Applications
• Physical Sciences
• RANDOMNESS
• Science & Technology
• Social Sciences
• Social Sciences, Mathematical Methods
• Statistics & Probability
• UNCERTAINTY
• asset allocation
• life annuities
• mortality-contingent claims

Digital Object Identifier (DOI)

• 10.1016/s0167-6687(02)00097-5

start page

• 199

end page

• 209

volume

• 30

issue

• 2