Lifetime consumption and investment with housing, deferred annuities and home equity release

DOI10.1080/14697688.2021.1993624zbMath1484.91388OpenAlexW3187354107MaRDI QIDQ5068075

Andrew Clare, Chul Jang, Iqbal Owadally, Muhammad Kashif

Publication date: 5 April 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2021.1993624

zbMATH Keywords

stochastic programmingretirement planningdeferred annuitieshome equity reversion

Mathematics Subject Classification ID

Stochastic programming (90C15) Actuarial mathematics (91G05) Financial markets (91G15)

Related Items (2)

Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019): discrete stochastic optimization in finance ⋮ Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products

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