Optimal asset allocation in life annuities: A note

Insurance: Mathematics and Economics

Volumn 30, Issue 2, 2002, Pages 199-209

  Charupat, Narat ^a   Milevsky, Moshe A ^b  

^a MCMASTER UNIVERSITY   (Canada)

^b YORK UNIVERSITY   (Canada)

Author keywords

Asset allocation; Life annuities; Mortality contingent claims

Indexed keywords

EID: 0036101328     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(02)00097-5     Document Type: Article

References (30)

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26. On some exponential functionals of Brownian motion