Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
From MaRDI portal
Publication:492666
DOI10.1016/j.insmatheco.2015.03.031zbMath1348.91147OpenAlexW2889746625MaRDI QIDQ492666
Olivia S. Mitchell, Ralph Rogalla, Vanya Horneff, Raimond H. Maurer
Publication date: 20 August 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2027.42/99135
longevity riskliquiditydynamic portfolio choicevariable annuitymoney-back guaranteeretirement income
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