Pages that link to "Item:Q1027412"
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The following pages link to Annuitization and asset allocation (Q1027412):
Displaying 50 items.
- Entrance times of random walks: with applications to pension fund modeling (Q282259) (← links)
- On the sub-optimality cost of immediate annuitization in DC pension funds (Q300812) (← links)
- Asset demands and consumption with longevity risk (Q315805) (← links)
- Fair demographic risk sharing in defined contribution pension systems (Q433378) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection (Q492666) (← links)
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
- Optimal consumption and portfolio choice for pooled annuity funds (Q938034) (← links)
- The annuity puzzle remains a puzzle (Q1656362) (← links)
- Cohort and target age effects on subjective survival probabilities: implications for models of the retirement phase (Q1657551) (← links)
- On the effects of changing mortality patterns on investment, labour and consumption under uncertainty (Q1681194) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
- On the free boundary of an annuity purchase (Q1711720) (← links)
- Annuitization and asset allocation under exponential utility (Q1742720) (← links)
- Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners (Q1994303) (← links)
- Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality (Q1994577) (← links)
- Optimal investment for a retirement plan with deferred annuities (Q2034150) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Why do we postpone annuity purchases? (Q2051005) (← links)
- Novel utility-based life cycle models to optimise income in retirement (Q2078002) (← links)
- Refundable income annuities: feasibility of money-back guarantees (Q2155846) (← links)
- Verification theorems for models of optimal consumption and investment with annuitization (Q2173169) (← links)
- Optimal investment-consumption problem: post-retirement with minimum guarantee (Q2212151) (← links)
- The annuity puzzle and consumption hump under ambiguous life expectancy (Q2234752) (← links)
- On retirement time decision making (Q2234755) (← links)
- Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan (Q2244246) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- Optimal consumption and investment with insurer default risk (Q2273975) (← links)
- Three retirement decision models for defined contribution pension plan members: a simulation study (Q2276201) (← links)
- Optimal allocation to deferred income annuities (Q2292184) (← links)
- Surplus participation schemes for life annuities under Solvency II (Q2303990) (← links)
- Optimal investment strategy post retirement without ruin possibility: a numerical algorithm (Q2315936) (← links)
- Optimal investment, consumption and timing of annuity purchase under a preference change (Q2338709) (← links)
- Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims (Q2347112) (← links)
- Optimal annuity portfolio under inflation risk (Q2355721) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- Accounting and actuarial smoothing of retirement payouts in participating life annuities (Q2374120) (← links)
- Optimal pension decision under heterogeneous health statuses and bequest motives (Q2411153) (← links)
- Modern tontine with bequest: innovation in pooled annuity products (Q2415976) (← links)
- Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase (Q2423292) (← links)
- Optimal commutable annuities to minimize the probability of lifetime ruin (Q2427826) (← links)
- Maximizing the utility of consumption with commutable life annuities (Q2445347) (← links)
- Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
- Income drawdown option with minimum guarantee (Q2514762) (← links)
- A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
- Life-cycle asset allocation with annuity markets (Q2654416) (← links)
- Erratum to: ``Annuitization and asset allocation'': [Journal of Economic Dynamics \& Control 31 (9) (2007) 3138-3177] (Q2654423) (← links)
- Annuitization and asset allocation with borrowing constraint (Q2661518) (← links)
- Choosing the optimal annuitization time post-retirement (Q2873540) (← links)
