Asset allocation and the liquidity premium for illiquid annuities
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| 001 | MAP20071504235 | ||
| 003 | MAP | ||
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| 040 | $aMAP$bspa | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20080009489$aBrowne, S. | |
| 245 | 1 | 0 | $aAsset allocation and the liquidity premium for illiquid annuities$cS. Browne, M. A. Milevsky and T. S. Salisbury |
| 520 | 8 | $aThis article develops a model for analizing the ex ante liquidity premium demanded by the holder of an illiquid annuity. | |
| 650 | 1 | 1 | $0MAPA20080573614$aRenta vitalicia |
| 650 | 1 | 1 | $0MAPA20080547967$aLiquidez |
| 650 | 1 | 1 | $0MAPA20080542160$aPrimas |
| 650 | 1 | 1 | $0MAPA20080592455$aPlanes de pensiones |
| 650 | 0 | 1 | $0MAPA20080579258$aCálculo actuarial |
| 650 | 1 | 1 | $0MAPA20080592042$aModelos matemáticos |
| 700 | 1 | $0MAPA20080141264$aMilevsky, M. A. | |
| 700 | 1 | $0MAPA20080177867$aSalisbury, T. S. | |
| 740 | 4 | $aThe Journal of risk and insurance | |
| 773 | 0 | $tThe Journal of risk and insurance$dOrlando$gVolume 70, number 3, September 2003 ; p. 509-526 |