Optimal investment for a retirement plan with deferred annuities
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Publication:2034150
DOI10.1016/j.insmatheco.2021.02.001zbMath1466.91266OpenAlexW3131779743MaRDI QIDQ2034150
Chul Jang, Iqbal Owadally, Andrew Clare
Publication date: 21 June 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.02.001
stochastic programmingretirement planningNelson-Siegel modelvector autoregressiveglide pathdeferred annuities
Stochastic programming (90C15) Optimal stochastic control (93E20) Portfolio theory (91G10) Actuarial mathematics (91G05)
Cites Work
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- Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting*
- Optimal retirement planning with a focus on single and joint life annuities
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