Existence of optimal consumption strategies in markets with longevity risk
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Publication:506076
DOI10.1016/J.INSMATHECO.2016.10.013zbMATH Open1394.91246OpenAlexW2531424830MaRDI QIDQ506076FDOQ506076
Authors: Yong-Cai Geng, Sumit K. Garg 
Publication date: 31 January 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.10.013
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Cited In (8)
- Household lifetime strategies under a self-contagious market
- Asset demands and consumption with longevity risk
- A multi-curve HJM factor model for pricing and risk management
- Macro longevity risk and the choice between annuity products: evidence from Denmark
- The role of longevity bonds in optimal portfolios
- Hedging longevity risk in defined contribution pension schemes
- Lifetime asset allocation with idiosyncratic and systematic mortality risks
- Pension funds with longevity risk: an optimal portfolio insurance approach
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