A multivariate model of strategic asset allocation with longevity risk :: Emilio Bisetti :: Centre for Economic Policy Research :: OBNB, the Open British National Bibliography

Publication Data

Title A multivariate model of strategic asset allocation with longevity risk
Author Emilio Bisetti
Contributors Carlo A. Favero, Giacomo Nocera, Claudio Tebaldi, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 0000
Publication location London, UK

Descriptive Notes

"This Discussion Paper is issued under the auspices of the Centre's research programme in Financial Economics and International Macroeconomics."

Topics

Life insurance
Longevity :: Economic aspects
Annuities
Asset allocation :: Mathematical models

Catalogue Data

OBNB ID GBB593077
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 53 pages
P1042 Includes bibliographical references (pages 33-35).

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A multivariate model of strategic asset allocation with longevity risk by Emilio Bisetti. Published by Centre for Economic Policy Research. Publication and catalogue information, links to buy online and reader comments.