Optimal portfolio choice with tontines under systematic...

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Optimal portfolio choice with tontines under systematic longevity risk

Gemmo, Irina, Rogalla, Ralph, Weinert, Jan-Hendrik
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Journal:
Annals of Actuarial Science
DOI:
10.1017/S1748499520000214
Date:
July, 2020
File:
PDF, 854 KB
2020
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