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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. SalisburyAuthor: 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. 509-526Materia / lugar / evento: Renta vitalicia ‌Liquidez ‌Primas ‌Planes de pensiones ‌Cálculo actuarial ‌Modelos matemáticos ‌Otros autores: Milevsky, M. A. ‌
Salisbury, T. S. ‌
Secondary titles: Título: The Journal of risk and insurance
Other categories: 6
Rights: In Copyright (InC)
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