The annuity puzzle remains a puzzle
From MaRDI portal
Publication:1656362
DOI10.1016/j.jedc.2016.05.023zbMath1401.91181OpenAlexW3124171950MaRDI QIDQ1656362
Kim Peijnenburg, Bas J. M. Werker, Theo E. Nijman
Publication date: 10 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://research.tilburguniversity.edu/en/publications/011232cd-6c91-4c59-8bc6-60ee9f8ad28c
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Cites Work
- Optimizing the equity-bond-annuity portfolio in retirement: the impact of uncertain health expenses
- Following the rules: integrating asset allocation and annuitization in retirement portfolios
- Annuitization and asset allocation
- The method of endogenous gridpoints for solving dynamic stochastic optimization problems
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities
- Life-cycle asset allocation with annuity markets
- Optimal Annuity Risk Management*
- Uncertain Medical Expenses and Precautionary Saving Near the End of the Life Cycle
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