Choosing the optimal annuitization time post-retirement (Q2873540): Difference between revisions

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-Bjarne Højgaard
@@ Property / author: Bjarne Højgaard / rank @@
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+Bjarne Højgaard
@@ Property / author: Bjarne Højgaard / rank @@
+Normal rank
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+MaRDI publication profile
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+W2004410573
@@ Property / OpenAlex ID: W2004410573 / rank @@
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@@ Property / cites work @@
+Optimal pension management in a stochastic framework.
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@@ Property / cites work @@
+Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
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+Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
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+Investment Policy for Defined-Contribution Pension Scheme Members Close to Retirement
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+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
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+Stochastic optimal control of annuity contracts.
@@ Property / cites work: Stochastic optimal control of annuity contracts. / rank @@
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+Stochastic optimal control of DC pension funds
@@ Property / cites work: Stochastic optimal control of DC pension funds / rank @@
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@@ Property / cites work @@
+Optimal investment choices post-retirement in a defined contribution pension scheme
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+Optimal investment strategies and risk measures in defined contribution pension schemes.
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@@ Property / cites work @@
+Deterministic Modeling of Defined-Contribution Pension Funds
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@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
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@@ Property / cites work @@
+Optimal Annuitization Policies
@@ Property / cites work: Optimal Annuitization Policies / rank @@
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@@ Property / cites work @@
+Annuitization and asset allocation
@@ Property / cites work: Annuitization and asset allocation / rank @@
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+ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
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+OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM
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+A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients
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