-
2
-
-
0033412999
-
Coherent measures of risk
-
Artzner, P., Delbaen, F., Eber, J.-M. and Heath, D. (1999) Coherent measures of risk. Mathematical Finance 9: 203–238.
-
(1999)
Mathematical Finance
, vol.9
, pp. 203-238
-
-
Artzner, P.1
Delbaen, F.2
Eber, J.-M.3
Heath, D.4
-
3
-
-
38649138110
-
Conserving clients portfolios during retirement
-
Bengen, W. P. (1997) Conserving clients portfolios during retirement. Journal of Financial 84–97
-
(1997)
Journal of Financial
, pp. 84-97
-
-
Bengen, W.P.1
-
4
-
-
0007905531
-
The role of real annuities and indexed bonds In an individual accounts retirement program
-
Campbell, J. M. and Feldstein, M., (ed.) National Bureau of Economic Research conference report
-
Brown, J. R., Mitchell, O. S., and Poterba, J. M. (1999) The role of real annuities and indexed bonds in an individual accounts retirement program. In Campbell, J. M. and Feldstein, M., (ed.), Risk Aspect of Investment-Based Social Security Reform. National Bureau of Economic Research conference report, 2001, pp. 321–369.
-
(1999)
Risk Aspect of Investment-Based Social Security Reform.
, pp. 321-369
-
-
Brown, J.R.1
Mitchell, O.S.2
Poterba, J.M.3
-
6
-
-
0002295845
-
The versatility of the Markov chain as a tool in the mathematics of life insurance
-
Hoem, J. (1988) The versatility of the Markov chain as a tool in the mathematics of life insurance. Transactions of the 23rd International Congress of Actuaries 12: 171–202.
-
(1988)
Transactions of the 23rd International Congress of Actuaries
, vol.12
, pp. 171-202
-
-
Hoem, J.1
-
8
-
-
85042569734
-
On a measure of lack of fit in time series models
-
Ljung, G. and Box, G. (1979) On a measure of lack of fit in time series models. Biometrika 66: 265–270.
-
(1979)
Biometrika
, vol.66
, pp. 265-270
-
-
Ljung, G.1
Box, G.2
-
9
-
-
85022867268
-
Inflation risk analysis of European real estate securities
-
University of Frankfurt/M. (forthcoming in Journal of Real Estate Research)
-
Maurer, R. and Sebastian, S. P. (2001) Inflation risk analysis of European real estate securities. Working Paper Finance and Accounting No. 52, University of Frankfurt/M. (forthcoming in Journal of Real Estate Research).
-
(2001)
Working Paper Finance and Accounting No.
, Issue.52
-
-
Maurer, R.1
Sebastian, S.P.2
-
10
-
-
0040858809
-
Optimal asset allocation towards the end of the life cycle: to annuitize or not to annuitize?
-
Milevsky, A. M. (1998) Optimal asset allocation towards the end of the life cycle: to annuitize or not to annuitize? Journal of Risk anda Insurance 65: 401–426.
-
(1998)
Journal of Risk anda Insurance
, vol.65
, pp. 401-426
-
-
Milevsky, A.M.1
-
11
-
-
85011141911
-
Optimal annuitization policies: analysis of the options
-
Milevsky, A. M. (2001) Optimal annuitization policies: analysis of the options. North American Actuarial Journal 5: 57–69.
-
(2001)
North American Actuarial Journal
, vol.5
, pp. 57-69
-
-
Milevsky, A.M.1
-
12
-
-
0345806814
-
Asset allocation via the conditional first exit time or how to avoid outliving your money
-
Milevsky, A. M., Ho, K. and Robinson, C. (1997) Asset allocation via the conditional first exit time or how to avoid outliving your money. Review of Quantitative Finance and Accounting 9, 53–70.
-
(1997)
Review of Quantitative Finance and Accounting
, vol.9
, pp. 53-70
-
-
Milevsky, A.M.1
Ho, K.2
Robinson, C.3
-
14
-
-
0001760605
-
New evidence on the money's worth of individual annuities
-
December
-
Mitchell, O. S., Poterba, J. M., Warshawsky, M. J. and Brown, J. R. (1999) New evidence on the money's worth of individual annuities. American Economic Review (December): 1299–1318.
-
(1999)
American Economic Review
, pp. 1299-1318
-
-
Mitchell, O.S.1
Poterba, J.M.2
Warshawsky, M.J.3
Brown, J.R.4
-
15
-
-
0034195444
-
Sustainable investment withdrawals
-
Pye, G. B. (2000) Sustainable investment withdrawals. Journal of Portfolio Management (Summer): 73–83.
-
(2000)
Journal of Portfolio Management
, pp. 73-83
-
-
Pye, G.B.1
-
16
-
-
38649137820
-
Adjusting withdrawal rates for taxes and expenses
-
April
-
Pye, G. B. (2001) Adjusting withdrawal rates for taxes and expenses. Journal of Financial Planning (April): 126–136.
-
(2001)
Journal of Financial Planning
, pp. 126-136
-
-
Pye, G.B.1
-
17
-
-
84971921007
-
Distribution of surplus in life insurance
-
Ramlau-Hansen, H. (1991) Distribution of surplus in life insurance. AST IN Bulletin 21: 57–71.
-
(1991)
AST IN Bulletin
, vol.21
, pp. 57-71
-
-
Ramlau-Hansen, H.1
|