The annuity puzzle revisited: a deterministic version of Lagrangian methods

MaRDI QIDQ2965076zbMATH OpenFDO

Authors Pierre Devolder, Donatien Hainaut

Publication date 27 February 2017

Mathematics Subject Classification ID

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

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

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)