Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
type: Item
instance of: scholarly article
title: Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
zbMATH Open document ID: 1043.62086
DOI: 10.1016/S0167-6687(03)00141-0
author: David Blake
author: Andrew J. G. Cairns
author: Kevin Dowd
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2004031
zbMATH Keywords: Stochastic pension plan design
zbMATH Keywords: Defined contribution
zbMATH Keywords: Discounted utility
zbMATH Keywords: Life annuity
zbMATH Keywords: Income drawdown
zbMATH Keywords: Asset allocation
zbMATH Keywords: Optimal annuitisation age
MaRDI profile type: Publication
cites work: Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
cites work: Q3515751
cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
cites work: Optimum consumption and portfolio rules in a continuous-time model
cites work: Q4794152
cites work: Mortality derivatives and the option to annuitise.
cites work: Self-Annuitization and Ruin in Retirement
full work available at URL: s0167-6687(03)00141-0
OpenAlex ID: W2124861173
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description: scientific article; zbMATH DE number 2004031