Choosing the optimal annuitization time post-retirement

DOI10.1080/14697680903358248zbMath1279.91094OpenAlexW2004410573MaRDI QIDQ2873540

Elena Vigna, Russell Gerrard, Bjarne Højgaard

Publication date: 24 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://www.carloalberto.org/wp-content/uploads/2018/11/no.76.pdf

zbMATH Keywords

defined contribution pension schemeoptimal annuitization timeactuarial scienceportfolio allocationconsumption-portfolio choiceinsurance mathematicscontrol and optimization

Mathematics Subject Classification ID

Portfolio theory (91G10)

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