1 |
3년만기 국고수익률(http://ecos.bok.or.kr).
|
2 |
국고채 종합지수, 국내주가지수(fnguide).
|
3 |
금융감독원(2009). 표준위험률, 보험업감독업무시행세칙(별표 23).
|
4 |
류건식, 이경희, 김동겸 (2008). 확정급여여형 퇴직연금의 자산운용, <보험연구원>, 연구보고서2008-3.
|
5 |
이경희 (2009). <퇴직자산의 지급방식 간 부족리스크와 수익분석>, 경희대학교, 박사학위논문.
|
6 |
이준행, 이종식 (2004). <금융공학>, 경문사, 211–212.
|
7 |
한국금융투자협회 (2009). 표준투자권유준칙해설.
|
8 |
Blake, D. (2006). Pension Finance, Wiley, West Sussex, 224–232.
|
9 |
Chen, P. and Milevsky, M. (2003). Merging asset allocation and longevity insurance: An optimal perspective on payout annuities, Journal of Financial Planning, 1–20.
|
10 |
Dus, I., Maurer, R. and Mitchell, O. (2005). Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of life Annuities versus Phased Withdrawal Plans, Financial Services Review, 14, 169–196.
|
11 |
Horne,W., Maurer, R., Mitchell, O. and Dus, I. (2008). Following the Rules: Integrating Asset Allocation and Annuitization in Retirement Portfolio Insurance: Mathemantics and Economics, 42, 396–408.
DOI
ScienceOn
|
12 |
Milevsky, M. and Robinson, C. (2000). Self-Annuitization and Ruin in Retirement, North American Actuarial Journal, 4, 112–129.
DOI
ScienceOn
|