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pro vyhledávání: '"Sergio Alvares Rodrigues Souza Maffra"'
This paper describes a general approach for stochastic modeling of assets returns and liability cash-flows of a typical pensions insurer. On the asset side, we model the investment returns on equities and various classes of fixed-income instruments i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::225773f2db2fa130e09e53d3574f4dbb
http://arxiv.org/abs/2005.09974
http://arxiv.org/abs/2005.09974
Publikováno v:
Monthly Notices of the Royal Astronomical Society. 367:709-716
This paper describes a general approach for stochastic modeling of assets returns and liability cash-flows of a typical pensions insurer. On the asset side, we model the investment returns on equities and various classes of fixed-income instruments i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d9eb3230122ca27c1205903703c7fdd9
https://doi.org/10.1111/j.1365-2966.2005.09974.x
https://doi.org/10.1111/j.1365-2966.2005.09974.x
