IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH
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Cites work
- Accounting and actuarial smoothing of retirement payouts in participating life annuities
- Consumption-Investment Models with Constraints
- Continuous-time portfolio optimization under terminal wealth constraints
- Less is more: increasing retirement gains by using an upside terminal wealth constraint
- Management of a pension fund under mortality and financial risks
- Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
- Optimal control under stochastic target constraints
- Optimal portfolio selection for general provisioning and terminal wealth problems
- Optimal portfolios under worst-case scenarios
- Performance measurement of pension strategies: a case study of Danish life-cycle products
- PORTFOLIO MANAGEMENT WITH CONSTRAINTS
- Reaching goals by a deadline: digital options and continuous-time active portfolio management
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
- Utility Maximization Under Bounded Expected Loss
Cited in
(6)- Communication and personal selection of pension saver's financial risk
- Less is more: increasing retirement gains by using an upside terminal wealth constraint
- Management of portfolio depletion risk through optimal life cycle asset allocation
- Research and Reality: A Literature Review on Drawing Down Retirement Financial Savings
- Long-term real dynamic investment planning
- Forecasting benchmarks of long-term stock returns via machine learning
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