Optimal annuitisation in a deterministic financial environment

DOI10.1007/S10203-020-00316-5zbMath1470.91222OpenAlexW3134533443MaRDI QIDQ2044813

Griselda Deelstra, Pierre Devolder, Roberta Melis

Publication date: 10 August 2021

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-020-00316-5

zbMATH Keywords

utility functionoptimal consumptionpost-retirement annuitisation

Mathematics Subject Classification ID

Utility theory (91B16) Actuarial mathematics (91G05)

Cites Work

• Annuitization and asset allocation under exponential utility
• Life Annuitization: Why and how Much?
• The Annuity Puzzle and an Outline of Its Solution

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