Optimal annuitization under stochastic interest rates

DOI10.1017/asb.2024.23MaRDI QIDQ6668692

Raimond H. Maurer, Yannick Dillschneider, Peter Schober

Publication date: 22 January 2025

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

interest rate riskdynamic portfolio choiceannuity riskdeferred life annuities

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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