Life Annuitization: Why and how Much?

DOI10.2143/AST.36.2.2017936zbMath1162.91414OpenAlexW2106360658MaRDI QIDQ3632858

Pierre Devolder, Donatien Hainaut

Publication date: 15 June 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.36.2.2017936

Mathematics Subject Classification ID

Related Items (5)

Modern tontine with bequest: innovation in pooled annuity products ⋮ Optimal dynamic asset allocation of pension fund in mortality and salary risks framework ⋮ Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality ⋮ Management of a pension fund under mortality and financial risks ⋮ Optimal annuitisation in a deterministic financial environment

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Unnamed Item

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