The private value of public pensions

DOI10.1016/j.insmatheco.2008.03.002zbMath1141.91542OpenAlexW2021571840MaRDI QIDQ931214

Susan Thorp, Konstantin Petrichev

Publication date: 25 June 2008

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

Full work available at URL: http://hdl.handle.net/10453/9962

zbMATH Keywords

social securitylongevity riskstochastic present valuephased withdrawal

Mathematics Subject Classification ID

Related Items (1)

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Cites Work

• Survival models in a dynamic context: a survey
• Ruined moments in your life: how good are the approximations?
• Correspondence between lifetime minimum wealth and utility of consumption
• The Calculus of Retirement Income
• Self-Annuitization and Ruin in Retirement

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