Choosing the optimal annuitization time post-retirement
From MaRDI portal
Publication:2873540
DOI10.1080/14697680903358248zbMath1279.91094MaRDI QIDQ2873540
Elena Vigna, Russell Gerrard, Bjarne Højgaard
Publication date: 24 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://www.carloalberto.org/wp-content/uploads/2018/11/no.76.pdf
defined contribution pension scheme; optimal annuitization time; actuarial science; portfolio allocation; consumption-portfolio choice; insurance mathematics; control and optimization
91G10: Portfolio theory
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