Regret aversion and annuity risk in defined contribution pension plans

DOI10.1016/j.insmatheco.2008.01.001zbMath1141.91508OpenAlexW2069076537MaRDI QIDQ931195

Roy P. M. M. Hoevenaars, Franz C. Palm, Rik G. P. Frehen, Peter C. Schotman

Publication date: 25 June 2008

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

Full work available at URL: https://cris.maastrichtuniversity.nl/en/publications/d2336388-b536-4d34-a12c-b21dd7e8cb1a

zbMATH Keywords

lookback optionstochastic discount factorlife annuitydefined contributionannuity risk

Mathematics Subject Classification ID

Cites Work

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• Regret, portfolio choice, and guarantees in defined contribution schemes
• Optimal investment strategies in the presence of a minimum guarantee.
• Optimal Annuity Risk Management*
• Regret in Decision Making under Uncertainty
• Prospect Theory: An Analysis of Decision under Risk
• Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund

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