Choosing the optimal annuitization time post-retirement
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Publication:2873540
Recommendations
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Cites work
- A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients
- ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
- Annuitization and asset allocation
- Deterministic Modeling of Defined-Contribution Pension Funds
- Investment Policy for Defined-Contribution Pension Scheme Members Close to Retirement
- OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM
- Optimal Annuitization Policies
- Optimal investment choices post-retirement in a defined contribution pension scheme
- Optimal investment strategies and risk measures in defined contribution pension schemes.
- Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
- Optimal pension management in a stochastic framework.
- Optimum consumption and portfolio rules in a continuous-time model
- Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
- Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
- Stochastic optimal control of DC pension funds
- Stochastic optimal control of annuity contracts.
Cited in
(21)- Optimal investment-consumption problem: post-retirement with minimum guarantee
- Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework
- Optimal annuitisation in a deterministic financial environment
- Modern tontine with bequest: innovation in pooled annuity products
- Individual optimal pension allocation under stochastic dominance constraints
- Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase
- Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan
- On the sub-optimality cost of immediate annuitization in DC pension funds
- A combined stochastic programming and optimal control approach to personal finance and pensions
- OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM
- Income drawdown option with minimum guarantee
- Two stage decumulation strategies for dc plan investors
- Optimal investment choices post-retirement in a defined contribution pension scheme
- Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality
- Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model
- Optimal investment, consumption and timing of annuity purchase under a preference change
- Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk
- On efficiency of mean-variance based portfolio selection in defined contribution pension schemes
- The timing of annuitization: Investment dominance and mortality risk
- On the free boundary of an annuity purchase
- Optimal investment strategy post retirement without ruin possibility: a numerical algorithm
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