Relative Choice Models for Income Drawdown in a Defined Contribution Pension Scheme

DOI10.1080/10920277.2010.10597584zbMath1219.91068OpenAlexW2033041580MaRDI QIDQ3088976

Paul Emms

Publication date: 23 August 2011

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2010.10597584

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

Related Items (3)

Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase ⋮ Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan ⋮ Income drawdown option with minimum guarantee

Cites Work

• Unnamed Item
• Optimal investment choices post-retirement in a defined contribution pension scheme
• ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
• A Stochastic Demand Model for Optimal Pricing of Non-Life Insurance Policies
• Self-Annuitization and Ruin in Retirement

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