Optimal retirement time under habit persistence: what makes individuals retire early?
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Publication:4585945
DOI10.1080/03461238.2017.1339634zbMATH Open1396.91681OpenAlexW2671979203MaRDI QIDQ4585945FDOQ4585945
Authors: An Chen, Felix Hentschel, Xian Xu 
Publication date: 11 September 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2017.1339634
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Cites Work
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- Optimal consumption-portfolio choices and retirement planning
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- Asset Prices in an Exchange Economy with Habit Formation
- Optimal consumption, investment and life insurance with surrender option guarantee
Cited In (10)
- Optimal contribution rate of PAYGO pension
- Time-inconsistent life-cycle consumption and retirement choice with mortality risk
- Life-cycle planning with ambiguous economics and mortality risks
- Optimal annuitization and asset allocation under linear habit formation
- On retirement time decision making
- Optimal DB-PAYGO pension management towards a habitual contribution rate
- Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
- Commitment and partial naïveté: early withdrawal penalties on retirement accounts
- Optimal mix among PAYGO, EET and individual savings
- Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
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