Graham Westmacott

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal performance of a tontine overlay subject to withdrawal constraints
ASTIN Bulletin
2024-04-30Paper
Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
ASTIN Bulletin
2021-12-27Paper
Optimal asset allocation for DC pension decumulation with a variable spending rule
ASTIN Bulletin
2020-08-31Paper
Management of portfolio depletion risk through optimal life cycle asset allocation
North American Actuarial Journal
2019-11-04Paper


Research outcomes over time


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