The timing of annuitization: Investment dominance and mortality risk

DOI10.1016/j.insmatheco.2006.03.005zbMath1273.91241OpenAlexW2048401291MaRDI QIDQ865617

Virginia R. Young, Moshe Arye Milevsky

Publication date: 19 February 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.03.005

Mathematics Subject Classification ID

Related Items (4)

On the pricing of longevity-linked securities ⋮ Following the rules: integrating asset allocation and annuitization in retirement portfolios ⋮ Government-provided annuities under insolvency risk ⋮ TWO STAGE DECUMULATION STRATEGIES FOR DC PLAN INVESTORS

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
• Valuation of guaranteed annuity conversion options.
• The Efficiency Analysis of Choices Involving Risk
• Uncertainty in mortality projections: an actuarial perspective
• Unnamed Item

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