Olivia S. Mitchell

Available identifiers

Publication	Date of Publication	Type
Accounting and actuarial smoothing of retirement payouts in participating life annuities	2016-12-14	Paper
Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits	2015-09-14	Paper
Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection	2015-08-20	Paper
Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints	2012-02-10	Paper
Following the rules: integrating asset allocation and annuitization in retirement portfolios	2008-08-22	Paper
Regret, portfolio choice, and guarantees in defined contribution schemes	2006-10-31	Paper
Building Better Retirement Income Models	2006-01-13	Paper

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