Working Paper

Blake, D., Wright, I. D. & Zhang, Y. (2008). Optimal funding and investment strategies in defined contribution pension plans under Epstein-Zin utility (Actuarial Research Paper No. 186). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Haberman, S. & Piscopo, G. (2008). Mortality risk and the valuation of annuities with guaranteed minimum death benefit options: application to the Italian population (Actuarial Research Paper No. 187). London, UK: Faculty of Actuarial Science & Insurance, City University London.