Research and Reality: A Literature Review on Drawing Down Retirement Financial Savings

DOI10.1080/10920277.2013.821938zbMath1412.91050OpenAlexW3122104538MaRDI QIDQ5742645

No author found.

Publication date: 15 May 2019

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

Full work available at URL: https://doi.org/10.1080/10920277.2013.821938

zbMATH Keywords

annuitiesretirement financial savings

Mathematics Subject Classification ID

Related Items (9)

A Stochastic Control Approach to Defined Contribution Plan Decumulation: “The Nastiest, Hardest Problem in Finance” ⋮ Short term decumulation strategies for underspending retirees ⋮ OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE ⋮ The Annuity Puzzle and an Outline of Its Solution ⋮ DRAWING DOWN RETIREMENT SAVINGS—DO PENSIONS, TAXES AND GOVERNMENT TRANSFERS MATTER MUCH FOR OPTIMAL DECISIONS? ⋮ TWO STAGE DECUMULATION STRATEGIES FOR DC PLAN INVESTORS ⋮ Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation ⋮ Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR ⋮ OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION

Cites Work

• Optimizing the equity-bond-annuity portfolio in retirement: the impact of uncertain health expenses
• Following the rules: integrating asset allocation and annuitization in retirement portfolios
• Annuitization and asset allocation
• Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
• The annuity puzzle remains a puzzle
• ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
• The Management of Decumulation Risks in a Defined Contribution Pension Plan
• Minimizing the Probability of Lifetime Ruin with Deferred Life Annuities
• Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
• Self-Annuitization and Ruin in Retirement

This page was built for publication: Research and Reality: A Literature Review on Drawing Down Retirement Financial Savings