Optimal Portfolio Choice in Retirement With Participating Life Annuities
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Publication:4987099
DOI10.1080/10920277.2019.1650284zbMath1461.91258OpenAlexW3121711775MaRDI QIDQ4987099
Publication date: 28 April 2021
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://repository.upenn.edu/cgi/viewcontent.cgi?article=1103&context=prc_papers
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- A joint valuation of premium payment and surrender options in participating life insurance contracts
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- Annuitization and asset allocation
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