Items where Author is "Jang, C."
Article
Jang, C., Clare, A. 
ORCID: 0000-0002-4180-6778 & Owadally, I. ORCID: 0000-0002-0830-3554 (2024).
Liability-Driven Investment for Pension Funds: Stochastic Optimization with Real Assets.
Risk Management, 26(3),
article number 12.
doi: 10.1057/s41283-024-00141-9
Jang, C., Owadally, I. ORCID: 0000-0002-0830-3554 & Clare, A. ORCID: 0000-0002-4180-6778 (2024).
Life-cycle investment and housing decisions with longevity annuities and reverse mortgage.
Journal of Risk Management,
Jang, C., Clare, A. ORCID: 0000-0002-4180-6778 & Owadally, I. ORCID: 0000-0002-0830-3554 (2022).
Glide paths for a retirement plan with deferred annuities.
Journal of Pension Economics and Finance, 21(4),
pp. 565-581.
doi: 10.1017/S1474747221000251
Jang, C., Owadally, I. ORCID: 0000-0002-0830-3554, Clare, A. ORCID: 0000-0002-4180-6778 & Kashif, M. (2021).
Lifetime consumption and investment with housing, deferred annuities and home equity release.
Quantitative Finance, 22(1),
pp. 129-145.
doi: 10.1080/14697688.2021.1993624
Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C. ORCID: 0000-0002-1883-7971 & Clare, A. ORCID: 0000-0002-4180-6778 (2021).
Optimal Investment for a Retirement Plan with Deferred Annuities.
Insurance: Mathematics and Economics, 98,
pp. 51-62.
doi: 10.1016/j.insmatheco.2021.02.001
Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C. & Clare, A. (2021).
Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk.
European Journal of Operational Research, 295(3),
pp. 1132-1146.
doi: 10.1016/j.ejor.2021.03.052