Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities

Raimond Maurer, Olivia Mitchell, Ralph Rogalla and Vasily Kartashov

Journal of Risk & Insurance, 2013, vol. 80, issue 3, 649-676

Date: 2013
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Working Paper: Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities (2011)
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