Optimizing the equity-bond-annuity portfolio in retirement: the impact of uncertain health expenses
type: Item
instance of: scholarly article
title: Optimizing the equity-bond-annuity portfolio in retirement: the impact of uncertain health expenses
zbMATH Open document ID: 1231.91223
author: Gaobo Pang
author: Mark Warshawsky
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
full work available at URL: https://repository.upenn.edu/cgi/viewcontent.cgi
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6004685
zbMATH Keywords: annuity
zbMATH Keywords: asset allocation
zbMATH Keywords: health expense
zbMATH Keywords: precautionary savings
zbMATH Keywords: pension
zbMATH Keywords: life cycle
MaRDI profile type: Publication
OpenAlex ID: W3124443929
cites work: The method of endogenous gridpoints for solving dynamic stochastic optimization problems
cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
cites work: Following the rules: integrating asset allocation and annuitization in retirement portfolios
cites work: Life-cycle asset allocation with annuity markets
cites work: Uncertain Medical Expenses and Precautionary Saving Near the End of the Life Cycle
cites work: Q5429732
DOI: 10.1016/J.INSMATHECO.2009.08.009
description: scientific article; zbMATH DE number 6004685