Annuitization and asset allocation

DOI10.1016/j.jedc.2006.11.003zbMath1163.91440arXiv1506.05990OpenAlexW2072131371MaRDI QIDQ1027412

Virginia R. Young, Moshe Arye Milevsky

Publication date: 1 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.05990

zbMATH Keywords

insurance mortality contingent-claims financial economics retirement

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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