Gerrard, Russell; Kyriakou, Ioannis; Nielsen, Jens Perch; Vodička, Peter On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. (English) Zbl 07706823 Eur. J. Oper. Res. 307, No. 2, 948-962 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{R. Gerrard} et al., Eur. J. Oper. Res. 307, No. 2, 948--962 (2023; Zbl 07706823) Full Text: DOI
Gerrard, Russell; Hiabu, Munir; Nielsen, Jens Perch; Vodička, Peter Long-term real dynamic investment planning. (English) Zbl 1445.91058 Insur. Math. Econ. 92, 90-103 (2020). MSC: 91G10 62P05 PDFBibTeX XMLCite \textit{R. Gerrard} et al., Insur. Math. Econ. 92, 90--103 (2020; Zbl 1445.91058) Full Text: DOI
Gerrard, Russell; Højgaard, Bjarne; Vigna, Elena Choosing the optimal annuitization time post-retirement. (English) Zbl 1279.91094 Quant. Finance 12, No. 7, 1143-1159 (2012). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{R. Gerrard} et al., Quant. Finance 12, No. 7, 1143--1159 (2012; Zbl 1279.91094) Full Text: DOI Link
Delong, Łukasz; Gerrard, Russell; Haberman, Steven Mean-variance optimization problems for an accumulation phase in a defined benefit plan. (English) Zbl 1141.91501 Insur. Math. Econ. 42, No. 1, 107-118 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{Ł. Delong} et al., Insur. Math. Econ. 42, No. 1, 107--118 (2008; Zbl 1141.91501) Full Text: DOI
Delong, Łukasz; Gerrard, Russell Mean-variance portfolio selection for a non-life insurance company. (English) Zbl 1148.60040 Math. Methods Oper. Res. 66, No. 2, 339-367 (2007). Reviewer: Athanasios Yannacopoulos (Athens) MSC: 60H30 60H10 91B30 93E20 PDFBibTeX XMLCite \textit{Ł. Delong} and \textit{R. Gerrard}, Math. Methods Oper. Res. 66, No. 2, 339--367 (2007; Zbl 1148.60040) Full Text: DOI
Gerrard, Russell; Haberman, Steven; Vigna, Elena The management of decumulation risks in a defined contribution pension plan. (English) Zbl 1479.91325 N. Am. Actuar. J. 10, No. 1, 84-110 (2006). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{R. Gerrard} et al., N. Am. Actuar. J. 10, No. 1, 84--110 (2006; Zbl 1479.91325) Full Text: DOI Link