Optimal Annuity Risk Management*
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Publication:3096845
DOI10.1093/ROF/RFQ006zbMATH Open1225.91061OpenAlexW3124326159MaRDI QIDQ3096845FDOQ3096845
Authors: Ralph S. J. Koijen, Bas J. M. Werker, Theo Nijman 
Publication date: 15 November 2011
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: http://rof.oxfordjournals.org/content/15/4/799
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Macroeconomic theory (monetary models, models of taxation) (91B64) Portfolio theory (91G10) Corporate finance (dividends, real options, etc.) (91G50)
Cited In (31)
- Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
- THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VARIABLE ANNUITIES
- Optimal retirement planning with a focus on single and joint life annuities
- Title not available (Why is that?)
- Regret aversion and annuity risk in defined contribution pension plans
- Longevity Risk and Capital Markets: The 2017–2018 Update
- TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS
- Optimal annuitization, uncertain survival probabilities, and maxmin preferences
- Optimal annuity portfolio under inflation risk
- Following the rules: integrating asset allocation and annuitization in retirement portfolios
- Annuitization and asset allocation
- Optimal investment for a retirement plan with deferred annuities
- Longevity risk and capital markets: the 2019--20 update
- Annuity and insurance choice under habit formation
- Refundable income annuities: feasibility of money-back guarantees
- Policyholder Exercise Behavior in Life Insurance: The State of Affairs
- Longevity Risk and Capital Markets: The 2012–2013 Update
- Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
- Optimal allocation to deferred income annuities
- Utilitarian versus neutralitarian design of endowment fund policies
- Lifetime consumption and investment with housing, deferred annuities and home equity release
- Portfolio management with stochastic interest rates and inflation ambiguity
- Editorial: Longevity risk and capital markets: the 2013--14 update
- Government-provided annuities under insolvency risk
- Optimizing the equity-bond-annuity portfolio in retirement: the impact of uncertain health expenses
- Life-cycle asset allocation with annuity markets
- Longevity risk and capital markets: the 2015--16 update
- Optimal defined-contribution pension management with financial and mortality risks
- Optimal annuitization under stochastic interest rates
- Optimal consumption and portfolio choice for pooled annuity funds
- The annuity puzzle remains a puzzle
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