Novel utility-based life cycle models to optimise income in retirement
From MaRDI portal
Publication:2078002
DOI10.1016/j.ejor.2021.08.048zbMath1495.91102OpenAlexW3198814893MaRDI QIDQ2078002
Athanasios A. Pantelous, Yunxiao Wang, Bonsoo Koo
Publication date: 23 February 2022
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2021.08.048
Related Items
Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- Optimal savings management for individuals with defined contribution pension plans
- Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
- The effect of objective formulation on retirement decision making
- Annuitization and asset allocation
- To borrow or insure? Long term care costs and the impact of housing
- Chance-constrained optimization for pension fund portfolios in the presence of default risk
- Optimal consumption, investment and housing with means-tested public pension in retirement
- Mean-variance portfolio and contribution selection in stochastic pension funding