Asset allocation and the liquidity premium for illiquid annuities

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<rdf:Description>
<dc:creator>Browne, S.</dc:creator>
<dc:creator>Milevsky, M. A.</dc:creator>
<dc:creator>Salisbury, T. S.</dc:creator>
<dc:date>2003-09-01</dc:date>
<dc:description xml:lang="es">This article develops a model for analizing the ex ante liquidity  premium demanded by the holder of an illiquid annuity.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/56148.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Renta vitalicia</dc:subject>
<dc:subject xml:lang="es">Liquidez</dc:subject>
<dc:subject xml:lang="es">Primas</dc:subject>
<dc:subject xml:lang="es">Planes de pensiones</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Modelos matemáticos</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Asset allocation and the liquidity premium for illiquid annuities</dc:title>
<dc:title xml:lang="es">Título: The Journal of risk and insurance</dc:title>
<dc:relation xml:lang="es">En: The Journal of risk and insurance. - Orlando. - Volume 70, number 3, September 2003 ;  p. 509-526</dc:relation>
</rdf:Description>
</rdf:RDF>