Household financial planning strategies for managing longevity risk-Reference-Cited by-同舟云学术

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Household financial planning strategies for managing longevity risk

Published:2018-03 Issue:1-2 Volume:1 Page:e1007
ISSN:2573-8615
Container-title:Financial Planning Review
language:en
Short-container-title:Financial Planning Review

Author:

Bajtelsmit Vickie L.¹^ORCID,Wang Tianyang¹^ORCID

Affiliation:

1. Finance and Real Estate Department; Colorado State University; Fort Collins Colorado

Funder

Society of Actuaries

Publisher

Wiley

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/cfp2.1007/fullpdf

Reference29 articles.

1. On the covariance structure of earnings and hours changes;Abowd;Econometrica,1989

2. On the pricing of longevity-linked securities;Bauer;Insurance: Mathematics & Economics,2010

3. Affine processes for dynamic mortality and actuarial valuations;Biffis;Insurance: Mathematics & Economics,2005

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