Optimal annuitisation, housing and reverse mortgage in retirement in the presence of a means-tested public pension
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Publication:6649324
DOI10.1007/s13385-024-00379-3MaRDI QIDQ6649324
Pavel V. Shevchenko, Johan G. Andréasson
Publication date: 5 December 2024
Published in: European Actuarial Journal (Search for Journal in Brave)
dynamic programmingleast-squares Monte Carlomeans-tested age pensionlife-cycle utility modeloptimal housing and annuitisation
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