Optimal annuity portfolio under inflation risk (Q2355721)

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Optimal annuity portfolio under inflation risk
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    title
    Optimal annuity portfolio under inflation risk (English)
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    author
    David Pisinger
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    Alex Weissensteiner
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    publication date
    24 July 2015
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    Mathematics Subject Classification ID
    91G10
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    91B30
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    90C15
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    zbMATH DE Number
    6464009
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    zbMATH Keywords
    inflation-linked annuity
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    retirement planning
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    CRRA utility
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    loss disutility
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    multi-stage stochastic programming
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