Longevity risk and retirement income tax efficiency: a location spending rate puzzle
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Publication:2374096
DOI10.1016/J.INSMATHECO.2016.08.002zbMATH Open1371.91093OpenAlexW3123314549MaRDI QIDQ2374096FDOQ2374096
Authors: Huaxiong Huang, Moshe Arye Milevsky 
Publication date: 14 December 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.08.002
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Cites Work
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- Lifetime consumption and investment: retirement and constrained borrowing
- Optimal investment strategy for defined contribution pension schemes
- Optimal asset allocation in life annuities: a note.
- Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
- Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws
- On minimizing drawdown risks of lifetime investments
- Optimal consumption-portfolio choices and retirement planning
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- Neoclassical life-cycle consumption: A textbook example
- Portfolio investment with the exact tax basis via nonlinear programming
- The effect of objective formulation on retirement decision making
- Knowledge Elicitation of Gompertz' Law of Mortality
- The existence, uniqueness, and optimality of the terminal wealth depletion time in life-cycle models of saving under uncertain lifetime and borrowing constraint
- Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance
- Purchasing life insurance to reach a bequest goal
Cited In (5)
- Optimal retirement savings over the life cycle: a deterministic analysis in closed form
- The surprising power of age-dependent taxes
- Drawing down retirement savings -- do pensions, taxes and government transfers matter much for optimal decisions?
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees
- How unobservable bond positions in retirement accounts affect asset allocation
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