Optimal portfolio choice with annuities and life insurance for retired couples

DOI10.1093/ROF/RFS046zbMATH Open1417.91272OpenAlexW2156374917MaRDI QIDQ4554095FDOQ4554095

Authors: Andreas Hubener, Ralph Rogalla, Raimond H. Maurer 

Publication date: 7 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c716394970efde8485e93cc8f2bbf1bee35a3df8

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zbMATH Keywords

stocksportfolio choicelife insurancebondsannuitiesretired couples

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (12)

• Optimal Portfolio Choice with Health-Contingent Income Products: The Value of Life Care Annuities
• Optimal Portfolio Choice in Retirement With Participating Life Annuities
• Optimal retirement planning with a focus on single and joint life annuities
• Joint life care annuities to help retired couples to finance the cost of long-term care
• Longevity risk management for individual investors
• A General Semi-Markov Model for Coupled Lifetimes
• Annuity and insurance choice under habit formation
• Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
• Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
• Optimal annuitisation, housing and reverse mortgage in retirement in the presence of a means-tested public pension
• Optimizing the equity-bond-annuity portfolio in retirement: the impact of uncertain health expenses
• Optimal annuitization under stochastic interest rates

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