Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality (Q1994577): Difference between revisions

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+Irreversible decisions under uncertainty. Optimal stopping made easy
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+Q2770571
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+On the sub-optimality cost of immediate annuitization in DC pension funds
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+Q4086303
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+Choosing the optimal annuitization time post-retirement
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+Life Annuitization: Why and how Much?
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+First passage times of a jump diffusion process
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+ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
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+Annuitization and asset allocation
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+Stochastic calculus for finance. II: Continuous-time models.
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+OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM
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