Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare
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Cites work
- Income drawdown option with minimum guarantee
- Life insurance purchasing to maximize utility of household consumption
- Optimal annuity portfolio under inflation risk
- Optimal consumption and investment with insurer default risk
- Optimal consumption and portfolio selection with early retirement option
- Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
- Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
- Optimal investment and consumption decision of a family with life insurance
- Optimal investment choices post-retirement in a defined contribution pension scheme
- Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation
- Optimal investment-consumption problem: post-retirement with minimum guarantee
- Optimal portfolio selection with life insurance under subjective survival belief and habit formation
- Optimal retirement and portfolio selection with consumption ratcheting
Cited in
(8)- Optimal consumption, investment and housing with means-tested public pension in retirement
- An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach
- Optimal retirement products under subjective mortality beliefs
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity
- Optimal Life-Cycle Portfolios for Heterogeneous Workers*
- Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals
- Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement
- Optimal consumption-portfolio choices and retirement planning
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