Integrating optimal annuity planning with consumption-investment selections in retirement planning

DOI10.1016/J.INSMATHECO.2006.10.011MaRDI QIDQ997088zbMATH OpenOpenAlexFDO

Authors Aparna Gupta, Zhisheng Li

Publication date 19 July 2007

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2006.10.011

zbMATH Keywords

annuitizationannuityconsumption-investment selectionslongevity riskrisk aversion

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42)

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Cites work

• How to spend and invest retirement savings
• scientific article; zbMATH DE number 5674941 (Why is no real title available?)
• Optimal investment strategy for defined contribution pension schemes

Cited in

(6)

• Optimal annuity portfolio under inflation risk
• Decision model and analysis for investment interest expense deduction and allocation
• Annuitization and asset allocation with borrowing constraint
• Optimal Portfolio Choice in Retirement With Participating Life Annuities
• Doubly enhanced annuities (DEANs) and the impact of quality of long-term care under a multi-state model of activities of daily living (ADL)
• Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products

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