The Calculus of Retirement Income
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 5522381
- Actuarial model: Life insurance and annuity.
- LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL
- Accounting and actuarial smoothing of retirement payouts in participating life annuities
- A risk-based model for the valuation of pension insurance
Cited in
(27)- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications
- Risk management for pension funds. A continuous time approach with applications in R
- Consumption, investment and life insurance strategies with heterogeneous discounting
- Refundable income annuities: feasibility of money-back guarantees
- Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods
- Optimal allocation to deferred income annuities
- Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
- Non-constant discounting and consumption, portfolio and life insurance rules
- Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws
- scientific article; zbMATH DE number 5522381 (Why is no real title available?)
- Fair demographic risk sharing in defined contribution pension systems
- LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL
- scientific article; zbMATH DE number 2101243 (Why is no real title available?)
- Essentials of pension economics
- Dynamic portfolio choice with stochastic wage and life insurance
- Building Better Retirement Income Models
- Real longevity insurance with a deductible: introduction to advanced-life delayed annuities (ALDA)
- Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
- Selected payout products of the old-age pension saving scheme
- An overview of exact solution methods for guaranteed minimum death benefit options in variable annuities
- A greedy algorithm for habit formation under multiplicative utility
- Portfolio selection and consumption for individuals with truncated quadratic utilities and satiation points
- Optimal consumption and investment in pooled annuity funds with and without fund managers
- The modern tontine. An innovative instrument for longevity risk management in an aging society
- The private value of public pensions
- Optimal consumption and portfolio choice for pooled annuity funds
- Following the rules: integrating asset allocation and annuitization in retirement portfolios
This page was built for publication: The Calculus of Retirement Income
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5479637)