Optimal retirement consumption with a stochastic force of mortality (Q2445342): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claims
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Hua-xiong Huang / rank
 
Normal rank
Property / author
 
Property / author: Moshe Arye Milevsky / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2249610035 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1205.2295 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption-portfolio choices and retirement planning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Neoclassical life-cycle consumption: A textbook example / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lifetime consumption and investment: retirement and constrained borrowing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting Changes in Mortality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4316541 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset Prices in an Exchange Economy / rank
 
Normal rank
Property / cites work
 
Property / cites work: The role of longevity bonds in optimal portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mortality derivatives and the option to annuitise. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward mortality and other vital rates - are they the way forward? / rank
 
Normal rank
Property / cites work
 
Property / cites work: An analytical solution to the inverse consumption function with liquidity constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Accumulation of Risky Capital: A Sequential Utility Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3611830 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Securitization, structuring and pricing of longevity risk / rank
 
Normal rank

Latest revision as of 10:08, 8 July 2024

scientific article
Language Label Description Also known as
English
Optimal retirement consumption with a stochastic force of mortality
scientific article

    Statements

    Optimal retirement consumption with a stochastic force of mortality (English)
    0 references
    0 references
    0 references
    0 references
    14 April 2014
    0 references
    0 references
    lifecycle consumption
    0 references
    stochastic mortality
    0 references
    survival curve matching
    0 references
    0 references
    0 references