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Asset liability management for individual households †Abstract of the London Discussion

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  • Dempster, Michael

Abstract

This abstract relates to the following paper:DempsterM.A.H. & MedovaE.A.Asset liability management for individual households. British Actuarial Journal, doi:10.1017/S135732171100016X

Suggested Citation

  • Dempster, Michael, 2011. "Asset liability management for individual households †Abstract of the London Discussion," British Actuarial Journal, Cambridge University Press, vol. 16(2), pages 441-467, November.
    • Handle: RePEc:cup:bracjl:v:16:y:2011:i:02:p:441-467_00
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    Cited by:

    1. Jang Ho Kim & Yongjae Lee & Woo Chang Kim & Frank J. Fabozzi, 2022. "Goal-based investing based on multi-stage robust portfolio optimization," Annals of Operations Research, Springer, vol. 313(2), pages 1141-1158, June.
    2. Owadally, Iqbal & Jang, Chul & Clare, Andrew, 2021. "Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk," European Journal of Operational Research, Elsevier, vol. 295(3), pages 1132-1146.
    3. Agnieszka Karolina Konicz & David Pisinger & Alex Weissensteiner, 2016. "Optimal retirement planning with a focus on single and joint life annuities," Quantitative Finance, Taylor & Francis Journals, vol. 16(2), pages 275-295, February.

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