The annuity puzzle revisited: a deterministic version of Lagrangian methods

zbMATH Open1356.91058MaRDI QIDQ2965076FDOQ2965076

Authors: Pierre Devolder, Donatien Hainaut 

Publication date: 27 February 2017

Recommendations

• Life Annuitization: Why and how Much?
• The annuity puzzle and consumption hump under ambiguous life expectancy
• The annuity puzzle and an outline of its solution
• Annuitization and asset allocation
• Annuitization and asset allocation under exponential utility

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Cited In (3)

• LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL
• Life Annuitization: Why and how Much?
• The annuity puzzle and consumption hump under ambiguous life expectancy

This page was built for publication: The annuity puzzle revisited: a deterministic version of Lagrangian methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2965076)