Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
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Publication:1413333
DOI10.1016/S0167-6687(03)00141-0zbMath1043.62086OpenAlexW2124861173MaRDI QIDQ1413333
Kevin Dowd, David Blake, Andrew J. G. Cairns
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(03)00141-0
Asset allocationDefined contributionDiscounted utilityIncome drawdownLife annuityOptimal annuitisation ageStochastic pension plan design
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- Mortality derivatives and the option to annuitise.
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- Self-Annuitization and Ruin in Retirement
- Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
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