Optimal retirement products under subjective mortality beliefs
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Publication:2665840
Recommendations
- Optimal retirement consumption with a stochastic force of mortality
- Optimal post-retirement consumption and portfolio choices with idiosyncratic individual mortality force and awareness of mortality risk
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- Optimal investment, consumption-leisure, insurance and retirement choice
- Optimal annuitization, uncertain survival probabilities, and maxmin preferences
- Optimal retirement under partial information
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare
- Optimal retirement planning under partial information
- Optimal Life-Cycle Portfolios for Heterogeneous Workers*
Cites work
- A dynamic equivalence principle for systematic longevity risk management
- A parsimonious model of subjective life expectancy
- Actuarial fairness and solidarity in pooled annuity funds
- Bringing cost transparency to the life annuity market
- Cohort and target age effects on subjective survival probabilities: implications for models of the retirement phase
- Collection of problems Analysis 1
- Demand and adverse selection in a pooled annuity fund
- Equilibrium asset prices and investor behaviour in the presence of money illusion
- Equitable retirement income tontines: mixing cohorts without discriminating
- Exchanging uncertain mortality for a cost
- scientific article; zbMATH DE number 3141621 (Why is no real title available?)
- scientific article; zbMATH DE number 6971094 (Why is no real title available?)
- scientific article; zbMATH DE number 2188569 (Why is no real title available?)
- Modeling and forecasting U.S. mortality. (With discussion)
- Modern tontine with bequest: innovation in pooled annuity products
- Naive, resolute or sophisticated? A study of dynamic decision making
- On the optimal combination of annuities and tontines
- Optimal consumption and portfolio choice for pooled annuity funds
- Optimal retirement income tontines
- The annuity puzzle remains a puzzle
- Tonuity: a novel individual-oriented retirement plan
Cited in
(18)- Care-dependent tontines
- Optimal portfolio selection with life insurance under subjective survival belief and habit formation
- Fair retirement under risky lifetime
- Modern life-care tontines
- Optimal Portfolio Choice with Health-Contingent Income Products: The Value of Life Care Annuities
- Optimal performance of a tontine overlay subject to withdrawal constraints
- Pooling functional disability and mortality in long-term care insurance and care annuities: a matrix approach for multi-state pools
- Mortality risks, survival pessimism, and subjective well-being: evidence from the health and retirement study
- Robust optimal strategy of hybrid pension with additional voluntary contribution plan
- Individual survivor fund account: the impact of bequest motives on tontine participation
- The tontine puzzle
- Actuarial aspects of subjective survival probabilities with applications in insurance pricing
- The Refinancing Enhanced Annuity Rider (REAR): A Novel Annuity Product Design and Its Contribution to Solving the Annuity Puzzle
- A redistributive GSA scheme to cope with socio-economic mortality differentials
- Fairness and risk sharing in integrated LRD-tontine schemes under Volterra mortality risk
- Dynamic tonuity: adapting retirement benefits to a changing environment
- Subjective survival beliefs and the life-cycle model
- Optimal consumption and annuity equivalent wealth with mortality model uncertainty
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