Frontiers in inference about risk

Project: Research

Status	Finished
Effective start/end date	23/08/16 → 30/06/21

Optimal annuitisation, housing and reverse mortgage in retirement in the presence of a means-tested public pension
Andréasson, J. G. & Shevchenko, P. V., Dec 2024, In: European Actuarial Journal. 14, 3, p. 871-904 34 p.
Research output: Contribution to journal › Article › peer-review

Open Access
File
1 Citation (Scopus)

29 Downloads (Pure)
Life cycle insurance, bequest motives and annuity loads
Arandjelović, A., Kingston, G. & Shevchenko, P. V., Dec 2023, In: Journal of Economic Dynamics and Control. 157, p. 1-15 15 p., 104759.
Research output: Contribution to journal › Article › peer-review

Open Access
File
2 Citations (Scopus)

64 Downloads (Pure)
A bias-corrected Least-Squares Monte Carlo for solving multi-period utility models
Andréasson, J. G. & Shevchenko, P. V., Jun 2022, In: European Actuarial Journal. 12, 1, p. 349-379 31 p.
Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus)

Project Details