Stochastic modeling of assets and liabilities with mortality risk-Reference-Cited by-同舟云学术

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Stochastic modeling of assets and liabilities with mortality risk

Published:2021-02-08 Issue:8 Volume:2021 Page:695-725
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Alvares Maffra Sergio¹,Armstrong John¹^ORCID,Pennanen Teemu¹^ORCID

Affiliation:

1. Department of Mathematics, King's College London, London, UK

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2021.1873176

Reference42 articles.

1. Actuarial Post (2019). Impact of negative real yields on UK pension schemes. Available at: http://tiny.cc/zibgiz.

2. United Kingdom Inflation Targeting and the Exchange Rate

3. Armstrong J., Carrera L., Pennanen T. & Redwood D. (2013). Automatic enrollment report 1: What level of pension contribution is needed to obtain an adequate retirement income? Available at:http://tiny.cc/iwpwjz.

4. A user-friendly approach to stochastic mortality modelling

5. Stochastic modelling of mortality and financial markets

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Cashflow-driven investment beyond expectations;Scandinavian Actuarial Journal;2024-07-25

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