Optimal Annuity Risk Management*

DOI10.1093/rof/rfq006zbMath1225.91061OpenAlexW3124326159MaRDI QIDQ3096845

Bas J. M. Werker, Ralph S. J. Koijen, Theo E. Nijman

Publication date: 15 November 2011

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: http://rof.oxfordjournals.org/content/15/4/799

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Corporate finance (dividends, real options, etc.) (91G50) Portfolio theory (91G10)

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