Optimal Annuity Risk Management*
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Publication:3096845
Recommendations
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- Optimal annuitisation in a deterministic financial environment
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- Optimal commutable annuities to minimize the probability of lifetime ruin
- Optimal risk classification with an application to substandard annuities
- Annuitization and asset allocation
- Optimal Portfolio Choice in Retirement With Participating Life Annuities
- Optimal consumption and portfolio choice for pooled annuity funds
Cited in
(36)- Following the rules: integrating asset allocation and annuitization in retirement portfolios
- Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
- Longevity Risk and Capital Markets: The 2017–2018 Update
- Editorial: Longevity risk and capital markets: the 2013--14 update
- Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
- Maximizing the utility of consumption with commutable life annuities
- Optimal consumption and portfolio choice for pooled annuity funds
- Optimal annuitization, uncertain survival probabilities, and maxmin preferences
- Optimal allocation to deferred income annuities
- Longevity risk and capital markets: the 2015--16 update
- Optimizing the equity-bond-annuity portfolio in retirement: the impact of uncertain health expenses
- Optimal investment for a retirement plan with deferred annuities
- Government-provided annuities under insolvency risk
- Longevity risk and capital markets: the 2019--20 update
- Annuitization and asset allocation
- Regret aversion and annuity risk in defined contribution pension plans
- Utilitarian versus neutralitarian design of endowment fund policies
- Longevity Risk and Capital Markets: The 2012–2013 Update
- The effect of the assumed interest rate and smoothing on variable annuities
- Optimal retirement planning with a focus on single and joint life annuities
- Optimal portfolio choice with annuities and life insurance for retired couples
- Refundable income annuities: feasibility of money-back guarantees
- TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS
- Policyholder exercise behavior in life insurance: the state of affairs
- A portfolio choice problem under risk capacity constraint
- Lifetime consumption and investment with housing, deferred annuities and home equity release
- Annuity and insurance choice under habit formation
- The annuity puzzle remains a puzzle
- Optimal annuity portfolio under inflation risk
- Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
- Analytic approach for models of optimal retirement with disability risk
- Portfolio management with stochastic interest rates and inflation ambiguity
- scientific article; zbMATH DE number 2072546 (Why is no real title available?)
- Life-cycle asset allocation with annuity markets
- Optimal defined-contribution pension management with financial and mortality risks
- Optimal annuitization under stochastic interest rates
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