Asset allocation and the liquidity premium for illiquid annuities

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Collection: Articles
Title: Asset allocation and the liquidity premium for illiquid annuities / S. Browne, M. A. Milevsky and T. S. Salisbury
Author: Browne, S.
Notes: This article develops a model for analizing the ex ante liquidity premium demanded by the holder of an illiquid annuity.
Related records: En: The Journal of risk and insurance. - Orlando. - Volume 70, number 3, September 2003 ; p. 509-526
Materia / lugar / evento: Renta vitalicia Liquidez Primas Planes de pensiones Cálculo actuarial Modelos matemáticos
Other authors: Milevsky, M. A.
Salisbury, T. S.
Secondary titles: Título: The Journal of risk and insurance
Other categories: 6
Rights: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/
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