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Asset allocation and the liquidity premium for illiquid annuities

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1001 ‎$0‎MAPA20080009489‎$a‎Browne, S.
24510‎$a‎Asset allocation and the liquidity premium for illiquid annuities‎$c‎S. Browne, M. A. Milevsky and T. S. Salisbury
5208 ‎$a‎This article develops a model for analizing the ex ante liquidity premium demanded by the holder of an illiquid annuity.
65011‎$0‎MAPA20080573614‎$a‎Renta vitalicia
65011‎$0‎MAPA20080547967‎$a‎Liquidez
65011‎$0‎MAPA20080542160‎$a‎Primas
65011‎$0‎MAPA20080592455‎$a‎Planes de pensiones
65001‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
65011‎$0‎MAPA20080592042‎$a‎Modelos matemáticos
7001 ‎$0‎MAPA20080141264‎$a‎Milevsky, M. A.
7001 ‎$0‎MAPA20080177867‎$a‎Salisbury, T. S.
7404 ‎$a‎The Journal of risk and insurance
7730 ‎$w‎MAP20077000727‎$t‎The Journal of risk and insurance‎$d‎Orlando‎$g‎Volume 70, number 3, September 2003 ; p. 509-526