Immunization and Hedging of Post Retirement Income Annuity Products
Author:
Publisher
MDPI AG
Subject
Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting
Link
http://www.mdpi.com/2227-9091/5/1/19/pdf
Reference21 articles.
1. Review of the principles of life-office valuations;Redington;J. Inst. Actuar.,1952
2. Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies
3. On the Fisher-Weil immunization theorem
4. Immunization of multiple liabilities
5. On Redington's theory of immunization
Cited by 4 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. An innovative design of flexible, bequest-enhanced life annuity with natural hedging;Scandinavian Actuarial Journal;2021-11-09
2. Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits;Risks;2021-03-25
3. Towards an immunization perfect model?;International Journal of Finance & Economics;2020-08-05
4. Practical Finance Strategies in Immunization;Immunization - Vaccine Adjuvant Delivery System and Strategies;2018-11-28
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