| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING |
1 |
2 |
7 |
10 |
2 |
3 |
8 |
37 |
| A Sustainable Spending Rate without Simulation |
0 |
3 |
7 |
7 |
1 |
5 |
12 |
12 |
| A diffusive wander through human life |
0 |
0 |
0 |
4 |
0 |
2 |
2 |
27 |
| A theoretical investigation of randomized asset allocation strategies |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
316 |
| ASSET ALLOCATION AND ANNUITY‐PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN |
0 |
0 |
3 |
54 |
0 |
0 |
5 |
137 |
| Adam Smith's reversionary annuity: money's worth, default options and auto-enrollment |
0 |
0 |
1 |
4 |
0 |
1 |
2 |
10 |
| Annuitization and asset allocation |
0 |
1 |
12 |
94 |
2 |
7 |
39 |
255 |
| Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution |
0 |
0 |
6 |
137 |
0 |
0 |
13 |
306 |
| Asset Allocation and the Liquidity Premium for Illiquid Annuities |
0 |
0 |
2 |
25 |
0 |
1 |
5 |
106 |
| Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money |
0 |
0 |
2 |
71 |
0 |
0 |
2 |
226 |
| Asset allocation, life expectancy and shortfall |
0 |
1 |
3 |
194 |
0 |
2 |
4 |
542 |
| Book Review |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
40 |
| Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age? |
0 |
0 |
0 |
2 |
0 |
2 |
3 |
21 |
| Do Markets Like Frozen Defined Benefit Pensions? An Event Study |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
37 |
| EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
23 |
| Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat? |
0 |
1 |
1 |
1 |
0 |
3 |
3 |
3 |
| Erratum to: "Annuitization and asset allocation": [Journal of Economic Dynamics & Control 31 (9) (2007) 3138-3177] |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
53 |
| Financial valuation of guaranteed minimum withdrawal benefits |
0 |
0 |
7 |
352 |
1 |
4 |
17 |
827 |
| Florida's Pension Election: From DB to DC and Back |
0 |
0 |
1 |
17 |
0 |
0 |
1 |
79 |
| Hedging and pricing with tax law uncertainty: Managing under an Arkansas Best doctrine |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
54 |
| Human Capital, Asset Allocation, and Life Insurance |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
4 |
| International equity diversification and shortfall risk |
0 |
0 |
0 |
48 |
0 |
1 |
1 |
157 |
| It’s Time to Retire Ruin (Probabilities) |
0 |
1 |
4 |
4 |
0 |
1 |
6 |
6 |
| Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio |
0 |
0 |
1 |
43 |
0 |
0 |
4 |
141 |
| Lifetime ruin minimization: should retirees hedge inflation or just worry about it?* |
0 |
1 |
2 |
17 |
0 |
1 |
4 |
61 |
| Longevity risk and retirement income tax efficiency: A location spending rate puzzle |
0 |
0 |
1 |
7 |
1 |
2 |
5 |
38 |
| Martingales, scale functions and stochastic life annuities: a note |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
88 |
| Mortality derivatives and the option to annuitise |
0 |
0 |
3 |
266 |
0 |
0 |
3 |
560 |
| Optimal Annuitization Policies |
0 |
0 |
5 |
11 |
0 |
1 |
6 |
20 |
| Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
29 |
| Optimal asset allocation in life annuities: a note |
0 |
0 |
1 |
114 |
0 |
0 |
3 |
233 |
| Optimal initiation of a GLWB in a variable annuity: No Arbitrage approach |
0 |
0 |
0 |
3 |
1 |
1 |
6 |
80 |
| Optimal retirement consumption with a stochastic force of mortality |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
66 |
| Optimal retirement income tontines |
0 |
1 |
7 |
66 |
0 |
1 |
15 |
200 |
| Overview of the Issue |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
59 |
| Overview of the Issue |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
60 |
| Overview of the Issue |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
28 |
| Overview of the Issue |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
28 |
| Overview of the Issue |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
38 |
| Overview of the Issue |
0 |
0 |
0 |
5 |
0 |
2 |
3 |
106 |
| Overview of the Issue |
0 |
0 |
0 |
5 |
0 |
3 |
5 |
61 |
| Overview of the Issue |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
52 |
| Overview of the Issue |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
80 |
| Overview of the Issue |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
41 |
| Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently. Riccardo Rebonato. Princeton University Press, 2007, ISBN 978-0-691-13361-4, 304 pages |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
47 |
| Portfolio Choice and Life Insurance: The CRRA Case |
0 |
0 |
1 |
58 |
0 |
1 |
5 |
184 |
| Portfolio Choice with Puts: Evidence from Variable Annuities |
0 |
0 |
1 |
1 |
0 |
1 |
3 |
3 |
| Portfolio choice and longevity risk in the late seventeenth century: a re-examination of the first English tontine |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
30 |
| Portfolio choice and mortality-contingent claims: The general HARA case |
1 |
2 |
2 |
26 |
1 |
2 |
2 |
97 |
| Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) |
0 |
2 |
3 |
20 |
1 |
3 |
10 |
44 |
| Refundable income annuities: Feasibility of money-back guarantees |
0 |
0 |
1 |
3 |
0 |
1 |
3 |
11 |
| Rethinking RRIF Withdrawals: New Rates and Methodologies for New Realities |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
17 |
| Retirement spending and biological age |
0 |
0 |
1 |
16 |
0 |
0 |
2 |
76 |
| Ruined moments in your life: how good are the approximations? |
0 |
1 |
2 |
76 |
0 |
1 |
3 |
191 |
| Self-Annuitization and Ruin in Retirement |
0 |
2 |
3 |
8 |
0 |
2 |
5 |
27 |
| Space–time diversification: which dimension is better? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates (corrected July 2011) |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
4 |
| Swimming with wealthy sharks: longevity, volatility and the value of risk pooling |
0 |
0 |
2 |
9 |
1 |
2 |
8 |
34 |
| Tax Effects in Canadian Equity Option Markets |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
19 |
| The Implied Longevity Yield: A Note on Developing an Index for Life Annuities |
1 |
2 |
3 |
35 |
1 |
2 |
8 |
117 |
| The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates |
0 |
1 |
2 |
18 |
0 |
1 |
4 |
44 |
| The Utility Value of Longevity Risk Pooling: Analytic Insights |
0 |
1 |
1 |
6 |
1 |
3 |
5 |
13 |
| The present value of a stochastic perpetuity and the Gamma distribution |
0 |
0 |
1 |
112 |
0 |
0 |
3 |
315 |
| The timing of annuitization: Investment dominance and mortality risk |
0 |
1 |
1 |
102 |
0 |
1 |
4 |
210 |
| Time Diversification, Safety-First and Risk |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
273 |
| Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA) |
0 |
0 |
0 |
2 |
0 |
3 |
3 |
30 |
| Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities |
0 |
0 |
0 |
34 |
0 |
0 |
3 |
137 |
| Variable annuities versus mutual funds: a Monte-Carlo analysis of the options |
0 |
0 |
0 |
330 |
0 |
0 |
1 |
1,191 |
| Waiting for returns: using space-time duality to calibrate financial diffusions |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
21 |
| Total Journal Articles |
3 |
23 |
100 |
2,694 |
17 |
80 |
276 |
8,482 |
LogEc is hosted by the
Örebro University School of Business.