Efficient Post-Retirement Asset Allocation

DOI10.1080/10920277.2008.10597519zbMath1481.91168OpenAlexW1892062881MaRDI QIDQ5022542

Barry A. Freedman

Publication date: 19 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2008.10597519

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (2)

OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE ⋮ Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation

Cites Work

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• Optimal investment choices post-retirement in a defined contribution pension scheme
• Optimal asset allocation in life annuities: a note.
• Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
• The Management of Decumulation Risks in a Defined Contribution Pension Plan
• Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
• Self-Annuitization and Ruin in Retirement
• Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)

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