The effect of objective formulation on retirement decision making

DOI10.1016/J.INSMATHECO.2015.07.004zbMATH Open1348.91130OpenAlexW1636747447MaRDI QIDQ495508FDOQ495508

Gaurav Khemka, Adam Butt

Publication date: 14 September 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1885/28672

zbMATH Keywords

optimisationsimulationdynamic programmingbootstrap methodretirement

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Optimal investment strategies and risk measures in defined contribution pension schemes.
• Optimal investment strategy for defined contribution pension schemes
• Optimal investment choices post-retirement in a defined contribution pension scheme
• Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion
• Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework
• Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
• Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution
• Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
• The Management of Decumulation Risks in a Defined Contribution Pension Plan

Cited In (3)

• Longevity risk and retirement income tax efficiency: a location spending rate puzzle
• A buy-hold-sell pension saving strategy
• Novel utility-based life cycle models to optimise income in retirement

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