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Developing a framework for the use of discount rates in actuarial work
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Developing a framework for the use of discount rates in actuarial work (2012)Developing a framework for the use of dis…Market Consistency: Model Calibration in Imperfect Markets (2009)Market Consistency: Model Cal…Triumph of the optimists: 101 years of global investment returns (2003)Triumph of the optimists: 101…Reserving, Pricing and Hedging For Policies with Guaranteed Annuity Options (2003)Reserving, Pricing and Hedgin…Triumph of the Optimists (2002)Triumph of the OptimistsPensions, Funding and Risk (2001)Pensions, Funding and RiskThe Financial Theory of Defined Benefit Pension Schemes (1997)The Financial Theory of Defin…Estimating and Interpreting the Yield Curve (1996)Estimating and Interpreting t…The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (1990)The Distribution of a Perpetu…Size and Book-to-Market Factors in Earnings and Returns (1995)Output, Stock Volatility, and Political Uncertainty in a Natural Experiment: Germany, 1880–1940 (1998)Value versus Growth: The International Evidence (1998)Predictive regressions with time-varying coefficients (2012)Household Finance: An Emerging Field (2013)The Rate of Return on Everything, 1870-2015 (2018)Stochastic Differential Equations (1972)Stochastic Differential Equations: Theory and Applications. (1976)BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (1993)The concept of comonotonicity in actuarial science and finance: applications (2002)A survey and some generalizations of Bessel processes (2003)Stochastic Differential Equations (2006)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Coherent Measures of Risk (1999)Guaranteed Annuity Options (2003)A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING (2004)Coherent multiperiod risk adjusted values and Bellman’s principle (2006)PORTFOLIO SELECTION* (1952)The Pricing of Options and Corporate Liabilities (1973)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The ‘crisis’ in defined benefit corporate pension liabilities Part I: Scope of the problem (2006)The logic of pension accounting (2009)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Pension funds and value-based generational accounting (2003)Fair Value and Pension Fund Management (2006)Valuation of intergenerational transfers in funded collective pension schemes (2007)The cost of capital, corporation finance and the theory of investment (2008)Arbitrage Theory in Continuous Time (1998)Global Capital and National Governments (2001)Arbitrage Theory in Continuous Time (2004)The Strategic and Tactical Value of Commodity Futures (2006)International Stock Return Predictability: What Is the Role of the United States? (2013)Active Ownership (2015)Entity-wide risk management for pension funds (2012)A review of Solvency II: Has it met its objectives? (2018)
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References

  • 2002Triumph of the Optimists659 cited
  • 2003Triumph of the optimists: 101 years of global investment returns601 cited
  • 1990The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding379 cited
  • 1996Estimating and Interpreting the Yield Curve285 cited
  • 1997The Financial Theory of Defined Benefit Pension Schemes140 cited
  • 2003Reserving, Pricing and Hedging For Policies with Guaranteed Annuity Options70 cited
  • 2001Pensions, Funding and Risk60 cited
  • 2009Market Consistency: Model Calibration in Imperfect Markets23 cited

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