書評 Actuarial Mathematics for Life Contingent Risks

By 藤澤陽介. 2012

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Optimal investment strategies and intergenerational risk sharing for target benefit pension plans (2018, background): “Gollier (2008): asset mix, benefit payout, dividend policy Cui et al.”
Bringing cost transparency to the life annuity market (2014, background): “It is a version of the celebrated Thiele’s differential equation (Dickson et al., 2009, Section 7.5.1). Thus equation (14) (6)Note that Stamos (2008) uses π to denote the proportion of wealth invested in the risky asset, whereas we use it here to denote the amount of wealth.”