Recent Submissions

• Liability-driven investment for pension funds: stochastic optimization with real assets
• 아시아와 북유럽 국가 내 개인연금의 지속가능성
• Effects of tax rules on lifetime retirement savings and annuitization decisions
• Lifetime Investment and Annuitization Decisions using Multi-Stage Stochastic Programming
• 장수리스크를 고려한 최적 종신연금 계획
• 금융 빅데이터 개방시스템(CreDB)을 활용한 보험계약자의 해지 현황 및 계약자 신용사건과의 관계분석
• Vine Copula 모형에 기반한 손해보험사의 손해액 통합리스크 측정
• Liability-Driven Investment for Pension Funds: Stochastic Optimization with Real Assets
• 거치연금과 주택연금을 고려한 개인의 생애 소비투자에 관한 연구
• Glide paths for a retirement plan with deferred annuities
• Sustainability of pensions in Asian countries
• Glide paths for a retirement plan with deferred annuities
• Glide paths for a retirement plan with deferred annuities
• Multi-step barrier products and static hedging
• A bivariate extension of three-parameter generalized crack distribution for loss severity modelling
• 중년층의 개인연금 보유 및 납입액에 관한 연구
• Lifetime consumption and investment with housing, deferred annuities and home equity release
• Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
• 확률적인 이자율 및 확률적인 사망률을 고려한 금리연동형 종신보험의 수익성 분석에 관한 연구
• Household, personal, and financial determinants of surrender in Korean health insurance