Following the rules: integrating asset allocation and annuitization in retirement portfolios
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Publication:939381
DOI10.1016/J.INSMATHECO.2007.04.004zbMath1141.91448OpenAlexW2031499447MaRDI QIDQ939381
Olivia S. Mitchell, Wolfram J. Horneff, Raimond H. Maurer, Ivica Dus
Publication date: 22 August 2008
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.04.004
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Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- Optimal investment choices post-retirement in a defined contribution pension scheme
- The timing of annuitization: Investment dominance and mortality risk
- Optimal asset allocation in life annuities: a note.
- Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
- Optimal Annuity Risk Management*
- ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
- The Calculus of Retirement Income
- Self-Annuitization and Ruin in Retirement
- Optimal Annuitization Policies
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