Asset allocation and the liquidity premium for illiquid annuities

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      <subfield code="a">This article develops a model for analizing the ex ante liquidity  premium demanded by the holder of an illiquid annuity.</subfield>
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      <subfield code="t">The Journal of risk and insurance</subfield>
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      <subfield code="g">Volume 70, number 3, September 2003 ;  p. 509-526</subfield>
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