Optimal investment choices post-retirement in a defined contribution pension scheme
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Cites work
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- Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
Cited in
(58)- Mean-variance portfolio selection for a non-life insurance company
- Optimal investment-consumption problem: post-retirement with minimum guarantee
- Management of portfolio depletion risk through optimal life cycle asset allocation
- Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework
- Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model
- An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process
- Optimal asset allocation for DC pension decumulation with a variable spending rule
- Optimal and simple, nearly optimal rules for minimizing the probability of financial ruin in retirement
- Comparison of mean variance like strategies for optimal asset allocation problems
- Structure of intergenerational risk-sharing plans: optimality and fairness
- A stochastic control problem with delay arising in a pension fund model
- Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility
- Continuous time mean variance asset allocation: a time-consistent strategy
- Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation
- Individual optimal pension allocation under stochastic dominance constraints
- Stressing dynamic loss models
- On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
- Relative choice models for income drawdown in a defined contribution pension scheme
- Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
- A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems
- Closed-form solutions for an explicit modern ideal tontine with bequest motive
- Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase
- Dynamic strategies for defined benefit pension plans risk management
- Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare
- On robust multi-period pre-commitment and time-consistent mean-variance portfolio optimization
- Drawing down retirement savings -- do pensions, taxes and government transfers matter much for optimal decisions?
- Optimal annuity portfolio under inflation risk
- Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan
- Following the rules: integrating asset allocation and annuitization in retirement portfolios
- Optimal portfolios for DC pension plans under a CEV model
- On the sub-optimality cost of immediate annuitization in DC pension funds
- A combined stochastic programming and optimal control approach to personal finance and pensions
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
- Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
- Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
- Income drawdown option with minimum guarantee
- Optimal investment strategies and risk measures in defined contribution pension schemes.
- Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans
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- scientific article; zbMATH DE number 6479826 (Why is no real title available?)
- Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies
- The Management of Decumulation Risks in a Defined Contribution Pension Plan
- Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan?
- Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
- Optimal asset allocation for DC pension plans under inflation
- A general optimization framework for the annuity contracts with multiscale stochastic volatility
- Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework
- The effect of objective formulation on retirement decision making
- On efficiency of mean-variance based portfolio selection in defined contribution pension schemes
- Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework
- Investment Policy for Defined-Contribution Pension Scheme Members Close to Retirement
- An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts
- Efficient post-retirement asset allocation
- Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
- Optimal investment strategy post retirement without ruin possibility: a numerical algorithm
- Choosing the optimal annuitization time post-retirement
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