Author:
Milevsky Moshe A.,Young Virginia R.
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference62 articles.
1. The market for lemons: quality uncertainty and the market mechanism;Akerlof;Quarterly Journal of Economics,1970
2. Babbel, D.F., Merrill, C.B., 2006. Rational Decumulation (July 2006). Wharton Financial Institutions Center Working Paper No. 06-14. Available at SSRN 〈http://ssrn.com/abstract=917223〉.
3. Battocchio, P., Menoncin, F., Scaillet, O., forthcoming. Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases. Annals of Operations Research, forthcoming.
4. Arbitrage Theory in Continuous Time;Björk,1998
5. Blake, D., Cairns, A.J.G., Dowd, K., 2003. Pensionmetrics II: stochastic pension plan design during the distribution phase. Insurance: Mathematics and Economics 33, 29–47.
Cited by
183 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