Optimal retirement planning with a focus on single and joint life annuities
From MaRDI portal
Publication:5001129
DOI10.1080/14697688.2015.1114361zbMath1468.91125OpenAlexW3123867381WikidataQ58826317 ScholiaQ58826317MaRDI QIDQ5001129
Alex Weissensteiner, Agnieszka Karolina Konicz, David Pisinger
Publication date: 16 July 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://orbit.dtu.dk/en/publications/4d098fc1-b6ca-43c3-8aaf-19524b9dd574
Related Items
Lifetime consumption and investment with housing, deferred annuities and home equity release, Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products, Optimal investment for a retirement plan with deferred annuities
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Forecasting the term structure of government bond yields
- Generating Scenario Trees for Multistage Decision Problems
- Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion
- Optimal savings management for individuals with defined contribution pension plans
- Relative risk aversion: what do we know?
- Annuitization and asset allocation
- A heuristic for moment-matching scenario generation
- Household consumption, investment and life insurance
- Life-cycle asset allocation with annuity markets
- Formulation of the Russell-Yasuda Kasai Financial Planning Model
- Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model
- Optimal Annuity Risk Management*
- Retirement planning in individual asset-liability management
- The Innovest Austrian Pension Fund Financial Planning Model InnoALM
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Introduction to Stochastic Programming
- Optimal Portfolio Choice with Annuities and Life Insurance for Retired Couples*
