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University of Pennsylvania - The Wharton School - Finance and Insurance Departments
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indexed annuities, retirement, optimal asset allocation
Stable value, defined contribution, optimal asset allocation, stochastic dominance
Scenario Analysis, Operational Risk Capital, Stress Testing, Change of Measure, Loss Data Modeling, Basel Capital Accord
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: JORI.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Annuities, Asset allocation, Retirement, Default, Insurance
Stable value, defined contribution, optimal asset allocation, stochastic
Price pressure, off-the-run Treasury bond and note, segmentation, liquidity
put-call parity, quantos, foreign exchange, options
Quantos, foreign exchange, options, quantity-adjusting
Scenario Analysis, Operational Risk Capital, Change of Measure, Internal Loss Data
This is a Palgrave MacMillan paper. Palgrave MacMillan charges $30.00 .
File name: palgrave.
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