Nothing Special   »   [go: up one dir, main page]
create a website
ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN. (2006). Moore, Kristen S. ; Young, Virginia R. ; Milevsky, Moshe A..
In: Mathematical Finance.
RePEc:bla:mathfi:v:16:y:2006:i:4:p:647-671.

Full description at Econpapers || Download paper

Cited: 42

Citations received by this document

Cites: 33

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Determining Safe Withdrawal Rates for Post-Retirement via a Ruin-Theory Approach. (2024). Sendova, Kristina ; Daraei, Diba.
    In: Risks.
    RePEc:gam:jrisks:v:12:y:2024:i:4:p:70-:d:1378903.

    Full description at Econpapers || Download paper

  2. Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin. (2023). Young, Virginia R ; Liang, Xiaoqing.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:112:y:2023:i:c:p:80-96.

    Full description at Econpapers || Download paper

  3. Optimal allocation to deferred income annuities. (2021). Mauskopf, A ; Huang, H ; Habib, F ; Salisbury, T S ; Nikolic, B.
    In: Papers.
    RePEc:arx:papers:2111.01234.

    Full description at Econpapers || Download paper

  4. Optimal allocation to Deferred Income Annuities. (2020). Nikolic, B ; Mauskopf, A ; Huang, H ; Habib, F ; Salisbury, T S.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:90:y:2020:i:c:p:94-104.

    Full description at Econpapers || Download paper

  5. Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method. (2019). Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langrene, Nicolas ; Zhang, Rongju.
    In: Post-Print.
    RePEc:hal:journl:hal-02909342.

    Full description at Econpapers || Download paper

  6. Efficient Retirement Portfolios: Using Life Insurance to Meet Income and Bequest Goals in Retirement. (2019). Moore, Kristen ; Halen, Nick ; Dong, Fangyuan ; Zeng, Qinglai.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:1:p:9-:d:199049.

    Full description at Econpapers || Download paper

  7. Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method. (2019). Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas ; Zhang, Rongju.
    In: Papers.
    RePEc:arx:papers:1704.00416.

    Full description at Econpapers || Download paper

  8. Annuitization and asset allocation under exponential utility. (2018). Liang, Xiaoqing ; Young, Virginia R.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:79:y:2018:i:c:p:167-183.

    Full description at Econpapers || Download paper

  9. Optimized Financial Systems Helps Customers Meet Their Personal Finance Goals with Optimization. (2016). Woodruff, Joshua ; Toriello, Alejandro ; Haskell, William B.
    In: Interfaces.
    RePEc:inm:orinte:v:46:y:2016:i:4:p:345-359.

    Full description at Econpapers || Download paper

  10. Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming. (2016). Bayraktar, Erhan ; Promislow, David ; Young, Virginia .
    In: Papers.
    RePEc:arx:papers:1412.2262.

    Full description at Econpapers || Download paper

  11. Purchasing life insurance to reach a bequest goal. (2014). Bayraktar, Erhan ; Promislow, David S. ; Young, Virginia R..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:58:y:2014:i:c:p:204-216.

    Full description at Econpapers || Download paper

  12. Purchasing Life Insurance to Reach a Bequest Goal. (2014). Bayraktar, Erhan ; Promislow, David ; Young, Virginia .
    In: Papers.
    RePEc:arx:papers:1402.5300.

    Full description at Econpapers || Download paper

  13. Real World Pricing of Long Term Cash-Linked Annuities and Equity-Linked Annuities with Cash-Linked Guarantees. (2013). Platen, Eckhard ; Fergusson, Kevin.
    In: Research Paper Series.
    RePEc:uts:rpaper:338.

    Full description at Econpapers || Download paper

  14. Asset allocation in private wealth management: Theory versus practice. (2013). Schroder, David.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:14:y:2013:i:3:d:10.1057_jam.2013.14.

    Full description at Econpapers || Download paper

  15. Optimal Annuity Purchase Decisions Under Uncertain Lifetime. (2013). Li, Zhisheng ; Gupta, Aparna.
    In: Journal of Family and Economic Issues.
    RePEc:kap:jfamec:v:34:y:2013:i:4:p:447-459.

    Full description at Econpapers || Download paper

  16. On the sub-optimality cost of immediate annuitization in DC pension funds. (2012). Vigna, Elena ; di Giacinto, Marina.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:20:y:2012:i:3:p:497-527.

    Full description at Econpapers || Download paper

  17. Maximizing the utility of consumption with commutable life annuities. (2012). Wang, Ting ; Young, Virginia R..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:51:y:2012:i:2:p:352-369.

    Full description at Econpapers || Download paper

  18. Optimal commutable annuities to minimize the probability of lifetime ruin. (2012). Wang, Ting ; Young, Virginia R..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:50:y:2012:i:1:p:200-216.

    Full description at Econpapers || Download paper

  19. Proving regularity of the minimal probability of ruin via a game of stopping and control. (2011). Bayraktar, Erhan ; Young, Virginia.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:15:y:2011:i:4:p:785-818.

    Full description at Econpapers || Download paper

  20. Minimizing the probability of lifetime ruin under stochastic volatility. (2011). Bayraktar, Erhan ; Hu, Xueying ; Young, Virginia R..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:49:y:2011:i:2:p:194-206.

    Full description at Econpapers || Download paper

  21. Optimal Portfolio Choice over the Life-Cycle with Flexible Work, Endogenous Retirement, and Lifetime Payouts. (2011). Mitchell, Olivia ; Maurer, Raimond ; Horneff, Wolfram ; Chai, Jingjing .
    In: Working Papers.
    RePEc:ecl:upafin:11-43.

    Full description at Econpapers || Download paper

  22. Minimizing the Probability of Lifetime Ruin under Stochastic Volatility. (2011). Bayraktar, Erhan ; Hu, Xueying ; Young, Virginia R..
    In: Papers.
    RePEc:arx:papers:1003.4216.

    Full description at Econpapers || Download paper

  23. Optimal investment strategy to minimize occupation time. (2010). Bayraktar, Erhan ; Young, Virginia.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:176:y:2010:i:1:p:389-408:10.1007/s10479-008-0467-2.

    Full description at Econpapers || Download paper

  24. Dynamic portfolio choice with deferred annuities. (2010). Maurer, Raimond ; Horneff, Wolfram ; Rogalla, Ralph .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:11:p:2652-2664.

    Full description at Econpapers || Download paper

  25. Variable payout annuities and dynamic portfolio choice in retirement. (2010). Mitchell, Olivia ; Stamos, Michael Z. ; Horneff, Wolfram J. ; Maurer, Raimond H..
    In: Journal of Pension Economics and Finance.
    RePEc:cup:jpenef:v:9:y:2010:i:02:p:163-183_00.

    Full description at Econpapers || Download paper

  26. Optimal time of annuitization in the decumulation phase of a defined contribution pension scheme. (2010). Hojgaard, Bjarne ; di Giacinto, Marina ; Vigna, Elena.
    In: Working Papers.
    RePEc:css:wpaper:2010-08.

    Full description at Econpapers || Download paper

  27. Proving Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control. (2010). Bayraktar, Erhan ; Young, Virginia R..
    In: Papers.
    RePEc:arx:papers:0704.2244.

    Full description at Econpapers || Download paper

  28. Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts. (2009). Mitchell, Olivia ; Chai, Jingjing ; Horneff, Wolfram ; Maurer, Raimond.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15079.

    Full description at Econpapers || Download paper

  29. Asset allocation and location over the life cycle with investment-linked survival-contingent payouts. (2009). Mitchell, Olivia ; Stamos, Michael Z. ; Horneff, Wolfram J. ; Maurer, Raimond H..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:9:p:1688-1699.

    Full description at Econpapers || Download paper

  30. Optimal surrender strategies for equity-indexed annuity investors. (2009). Moore, Kristen S..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:44:y:2009:i:1:p:1-18.

    Full description at Econpapers || Download paper

  31. A policyholders utility indifference valuation model for the guaranteed annuity option. (2009). Grasselli, Matheus R ; Silla, Sebastiano .
    In: Papers.
    RePEc:arx:papers:0908.3196.

    Full description at Econpapers || Download paper

  32. Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts. (2008). Mitchell, Olivia ; Stamos, Michael Z. ; Horneff, Wolfram J. ; Maurer, Raimond H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14055.

    Full description at Econpapers || Download paper

  33. Deferred Annuities and Strategic Asset Allocation. (2008). Maurer, Raimond H. ; Horneff, Wolfram J..
    In: Working Papers.
    RePEc:mrr:papers:wp178.

    Full description at Econpapers || Download paper

  34. Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts. (2008). Stamos, Michael Z. ; Horneff, Wolfram J. ; Maurer, Raimond H. ; Mitchel, Olivia S..
    In: Working Papers.
    RePEc:mrr:papers:wp177.

    Full description at Econpapers || Download paper

  35. Optimal consumption and portfolio choice for pooled annuity funds. (2008). Stamos, Michael Z..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:43:y:2008:i:1:p:56-68.

    Full description at Econpapers || Download paper

  36. Following the rules: Integrating asset allocation and annuitization in retirement portfolios. (2008). Mitchell, Olivia ; Dus, Ivica ; Maurer, Raimond H. ; Horneff, Wolfram J..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:42:y:2008:i:1:p:396-408.

    Full description at Econpapers || Download paper

  37. Life-cycle asset allocation with annuity markets. (2008). Stamos, Michael Z. ; Horneff, Wolfram J. ; Maurer, Raimond H..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:11:p:3590-3612.

    Full description at Econpapers || Download paper

  38. Choosing the Optimal Annuitization Time Post Retirement. (2008). Hojgaard, Bjarne ; Gerrard, Russell ; Vigna, Elena.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:76.

    Full description at Econpapers || Download paper

  39. Assessing Investment and Longevity Risks within Immediate Annuities. (2008). Bauer, Daniel ; Weber, Frederik .
    In: Asia-Pacific Journal of Risk and Insurance.
    RePEc:bpj:apjrin:v:3:y:2008:i:1:n:6.

    Full description at Econpapers || Download paper

  40. Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities. (2008). Stamos, Michael Z. ; Horneff, Wolfram J. ; Maurer, Raimond H..
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:75:y:2008:i:4:p:1019-1038.

    Full description at Econpapers || Download paper

  41. Assessing Investment and Longevity Risks within Immediate Annuities. (2007). Bauer, Daniel ; Weber, Frederik .
    In: Discussion Papers in Business Administration.
    RePEc:lmu:msmdpa:1982.

    Full description at Econpapers || Download paper

  42. Minimizing the probability of lifetime ruin under borrowing constraints. (2007). Bayraktar, Erhan ; Young, Virginia R..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:41:y:2007:i:1:p:196-221.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Øksendal, 1998. Stochastic Differential Equations: An Introduction with Applications
    Paper not yet in RePEc: Add citation now

  2. Brown, 2001. Private Pensions, Mortality Risk, and the Decision to Annuitize. In: J. Public Econ., (82) 1, 29

  3. Browne, 1995. Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin. In: Math. Oper. Res., (20) 4, 937

  4. Browne, 1999b. The Risk and Rewards of Minimizing Shortfall Probability. In: J. Portfolio Manag., (25) 4, 76
    Paper not yet in RePEc: Add citation now
  5. Browne, 1999c. Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management. In: Adv. Appl. Probab, (31), 551
    Paper not yet in RePEc: Add citation now

  6. Brugiavini, 1993. Uncertainty Resolution and the Timing of Annuity Purchases. In: J. Public Econ., (50), 31

  7. Copeland, C. 2002 An Analysis of the Retirement and Pension Plan Coverage Topical Module of SIPP http://www.ebri.org
    Paper not yet in RePEc: Add citation now
  8. Cummins, 2004. Bill Rewards Buyers of Life Annuities; Plan Would Give Retirees Half of the Income Tax-Free. In: Star Tribune,
    Paper not yet in RePEc: Add citation now

  9. Davidoff, T. J. Brown P. Diamond 2003 Annuities and Individual Welfare

  10. Davis, 1990. Portfolio Selection with Transaction Costs. In: Math. Oper. Res., (15), 676

  11. Duffie, 1997. Hedging in Incomplete Markets with HARA Utility. In: J. Econ. Dyn. Contr., (21), 753

  12. Feldstein, 2001. Individual Risk in an Investment-Based Social Security System. In: Am. Econ. Rev, (91) 4, 1116

  13. Friedman, 2002. A Variational Inequality Approach to Financial Valuation of Retirement Benefits Based on Salary. In: Finance Stoch, (6) 3, 273

  14. Gerber, 1979. An Introduction to Mathematical Risk Theory
    Paper not yet in RePEc: Add citation now

  15. Harrison, 1983. Instantaneous Control of Brownian Motion. In: Math. Oper. Res, (8) 3, 439

  16. Huang, 2004. Ruined Moments in Your Life: How Good Are the Approximations?. In: Insurance: Math. Econ, (34) 3, 421

  17. Kapur, S. M. Orszag 1999 A Portfolio Approach to Investment and Annuitization during Retirement
    Paper not yet in RePEc: Add citation now

  18. Koo, 1998. Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach. In: Math. Fin, (8), 49

  19. Milevsky, 2000. Self-Annuitization and Ruin in Retirement. In: N. Am. Actuarial J, (4) 4, 112
    Paper not yet in RePEc: Add citation now
  20. Milevsky, M. A. V. R. Young 2003 Annuitization and Asset Allocation
    Paper not yet in RePEc: Add citation now
  21. Moore, K. S. V. R. Young 2006 Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability of Ruin in Retirement
    Paper not yet in RePEc: Add citation now
  22. Parikh, 2003. The Evolving U.S. Retirement System. In: The Actuary,, 2
    Paper not yet in RePEc: Add citation now

  23. Poterba, J. M. 1997 The History of Annuities in the United States

  24. Richard, 1975. Optimal Consumption, Portfolio and Life Insurance Rules for an Uncertain Lived Individual in a Continuous Time Model. In: J. Financ. Econ, (2), 187

  25. Roy, 1952. Safety First and the Holding of Assets. In: Econometrica, (20), 431
    Paper not yet in RePEc: Add citation now
  26. Shreve, 1994. Optimal Investment and Consumption with Transaction Costs. In: Ann. Appl. Probab, (4) 3, 206
    Paper not yet in RePEc: Add citation now
  27. Society of Actuaries, 2004. Risks of Retirement-Key Findings and Issues
    Paper not yet in RePEc: Add citation now
  28. VanDerhei, J. C. Copeland 2003 Can America Afford Tomorrow's Retirees: Results from the EBRI-ERF Retirement Security Projection Model http://www.ebri.org
    Paper not yet in RePEc: Add citation now
  29. Wilmott, 2000. Option Pricing: Mathematical Models and Computation
    Paper not yet in RePEc: Add citation now

  30. Yaari, 1965. Uncertain Lifetime, Life Insurance and the Theory of the Consumer. In: Rev. Econ. Stud, (32), 137

  31. Young, 2004. Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. In: N. Am. Actuarial J, (8) 4, 106

  32. Zariphopoulou, 1992. Investment/Consumption Models with Transaction Costs and Markov-Chain Parameters. In: SIAM J. Control Optim, (30), 613
    Paper not yet in RePEc: Add citation now
  33. Zariphopoulou, 2001. Handbook of Stochastic Analysis and Applications
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Personal Pensions with Risk sharing: Affordable, Adequate and Stable Private Pensions in Europe. (2015). Bovenberg, Lans A ; Nijman, Theo E.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10538.

    Full description at Econpapers || Download paper

  2. Social Security is NOT a Substitute for Annuity Markets. (2014). Hosseini, Roozbeh ; Guo, Nick ; Caliendo, Frank.
    In: Review of Economic Dynamics.
    RePEc:red:issued:13-126.

    Full description at Econpapers || Download paper

  3. Subjective Life Expectancy and Private Pensions. (2013). Kluth, Sebastian ; Bucher-Koenen, Tabea.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79806.

    Full description at Econpapers || Download paper

  4. Subjective Life Expectancy and Private Pensions. (2013). Kluth, Sebastian ; Bucher-Koenen, Tabea.
    In: MEA discussion paper series.
    RePEc:mea:meawpa:12265.

    Full description at Econpapers || Download paper

  5. Accounting for non-annuitization. (2012). Pashchenko, Svetlana.
    In: MPRA Paper.
    RePEc:pra:mprapa:42792.

    Full description at Econpapers || Download paper

  6. What Makes Annuitization More Appealing?. (2012). Zeldes, Stephen ; Madrian, Brigitte ; Laibson, David ; Choi, James ; Beshears, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18575.

    Full description at Econpapers || Download paper

  7. The demand for enhanced annuities. (2012). Steinorth, Petra .
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:96:y:2012:i:11:p:973-980.

    Full description at Econpapers || Download paper

  8. Optimal consumption and allocation in variable annuities with Guaranteed Minimum Death Benefits. (2012). Ulm, Eric ; Gao, Jin .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:51:y:2012:i:3:p:586-598.

    Full description at Econpapers || Download paper

  9. A different perspective on retirement income sustainability: the blueprint for a ruin contingent life annuity (RCLA). (2012). Huang, Huaxiong ; Salisbury, Thomas S. ; Milevsky, Moshe A..
    In: Papers.
    RePEc:arx:papers:1205.2513.

    Full description at Econpapers || Download paper

  10. Longevity, Life-cycle Behavior and Pension Reform. (2011). Prowse, Victoria ; Haan, Peter.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:556.

    Full description at Econpapers || Download paper

  11. Longevity, Life-Cycle Behavior and Pension Reform. (2011). Prowse, Victoria ; Haan, Peter.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp5858.

    Full description at Econpapers || Download paper

  12. How Much Do Means-Tested Benefits Reduce the Demand for Annuities?. (2011). Staubli, Stefan ; Bütler, Monika ; Peijnenburg, Kim ; Butler, Monika.
    In: Working Papers.
    RePEc:igi:igierp:418.

    Full description at Econpapers || Download paper

  13. The Valuation and Redistribution Effect of the Korea National Pension. (2011). Yang, Jaehwan ; Yuh, Yoonkyung .
    In: Hitotsubashi Journal of Economics.
    RePEc:hit:hitjec:v:52:y:2011:i:1:p:113-142.

    Full description at Econpapers || Download paper

  14. Longevity, Life-Cycle Behavior and Pension Reform. (2011). Prowse, Victoria ; Haan, Peter.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1140.

    Full description at Econpapers || Download paper

  15. Longevity, Life-Cycle Behavior and Pension Reform. (2011). Prowse, Victoria ; Haan, Peter.
    In: SOEPpapers on Multidisciplinary Panel Data Research.
    RePEc:diw:diwsop:diw_sp396.

    Full description at Econpapers || Download paper

  16. How Much Do Means-Tested Benefits Reduce the Demand for Annuities?. (2011). Staubli, Stefan ; Bütler, Monika ; Peijnenburg, Kim ; Butler, Monika.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3493.

    Full description at Econpapers || Download paper

  17. What determines annuity demand at retirement?. (2011). Tommasino, Pietro ; Guazzarotti, Giovanni ; Cappelletti, Giuseppe.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_805_11.

    Full description at Econpapers || Download paper

  18. The Composition and Drawdown of Wealth in Retirement. (2011). Wise, David ; Venti, Steven ; Poterba, James.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:25:y:2011:i:4:p:95-118.

    Full description at Econpapers || Download paper

  19. The Role of the Annuity’s Value on the Decision (Not) to Annuitize: Evidence from a Large Policy Change. (2010). Bütler, Monika ; Butler, Monika.
    In: University of St. Gallen Department of Economics working paper series 2010.
    RePEc:usg:dp2010:2010-05.

    Full description at Econpapers || Download paper

  20. Competitive screening in insurance markets with endogenous wealth heterogeneity. (2010). Scheuer, Florian ; Netzer, Nick.
    In: Economic Theory.
    RePEc:spr:joecth:v:44:y:2010:i:2:p:187-211.

    Full description at Econpapers || Download paper

  21. Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets. (2009). Yogo, Motohiro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15307.

    Full description at Econpapers || Download paper

  22. Pension funding and individual accounts in economies with life-cyclers and myopes. (2009). Kindermann, Fabian ; Fehr, Hans.
    In: Working Papers.
    RePEc:ieb:wpaper:2009/11/doc2009-23.

    Full description at Econpapers || Download paper

  23. Individual Welfare Gains from Deferred Life-Annuities under Stochastic Lee-Carter Mortality. (2009). Post, Thomas.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2009-022.

    Full description at Econpapers || Download paper

  24. Redistribution by insurance market regulation: Analyzing a ban on gender-based retirement annuities. (2009). Rothschild, Casey ; Poterba, James ; Finkelstein, Amy.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:91:y:2009:i:1:p:38-58.

    Full description at Econpapers || Download paper

  25. Pension Funding and Individual Accounts in Economies with Life-cyclers and Myopes. (2009). Kindermann, Fabian ; Fehr, Hans.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2724.

    Full description at Econpapers || Download paper

  26. The Impact of Individual Investment Behavior for Retirement Welfare: Evidence from the United States and Germany. (2008). Post, Thomas ; Gründl, Helmut ; Zimmer, Anja ; Schmit, Joan ; Grundl, Helmut.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-037.

    Full description at Econpapers || Download paper

  27. The Role of the Annuitys Value on the Decision (Not) to Annuitize: Evidence from a Large Policy Change. (2008). Staubli, Stefan ; Bütler, Monika ; Zito, Maria Grazia ; Butler, Monika.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6930.

    Full description at Econpapers || Download paper

  28. The Role of the Annuity’s Value on the Decision (Not) to Annuitize: Evidence from a Large Policy Change. (2008). Staubli, Stefan ; Bütler, Monika ; Zito, Maria Grazia ; Butler, Monika.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2376.

    Full description at Econpapers || Download paper

  29. Risk Preferences and the Timing of Marriage and Childbearing. (2007). Schmidt, Lucie.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2007-03.

    Full description at Econpapers || Download paper

  30. Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations. (2007). Thorp, Susan ; Bateman, Hazel.
    In: Research Paper Series.
    RePEc:uts:rpaper:200.

    Full description at Econpapers || Download paper

  31. Choices and constraints over retirement income streams: comparing rules and regulations. (2007). Thorp, Susan ; Bateman, Hazel.
    In: Discussion Papers.
    RePEc:swe:wpaper:2007-29.

    Full description at Econpapers || Download paper

  32. Quelles perspectives de développement pour le marché des annuités?. (2007). Van Bellingen, Arnaud ; Vanbellingen, Arnaud .
    In: CREPP Working Papers.
    RePEc:rpp:wpaper:0701.

    Full description at Econpapers || Download paper

  33. Rational and Behavioral Perspectives on the Role of Annuities in Retirement Planning. (2007). Brown, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13537.

    Full description at Econpapers || Download paper

  34. How do Immigrants Fare in Retirement?. (2007). Sevak, Purvi ; Schmidt, Lucie.
    In: Working Papers.
    RePEc:mrr:papers:wp169.

    Full description at Econpapers || Download paper

  35. Future Beneficiary Expectations of the Returns to Delayed Social Security Benefit Claiming and Choice Behavior. (2007). van soest, arthur ; Dominitz, Jeff ; Hung, Angela .
    In: Working Papers.
    RePEc:mrr:papers:wp164.

    Full description at Econpapers || Download paper

  36. The choice between an annuity and a lump sum: Results from Swiss pension funds. (2007). Bütler, Monika ; Teppa, Federica ; Butler, Monika.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:91:y:2007:i:10:p:1944-1966.

    Full description at Econpapers || Download paper

  37. Integrating optimal annuity planning with consumption-investment selections in retirement planning. (2007). li, zhisheng ; Gupta, Aparna.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:41:y:2007:i:1:p:96-110.

    Full description at Econpapers || Download paper

  38. Flexible Life Annuities. (2007). Direr, Alexis.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2125.

    Full description at Econpapers || Download paper

  39. Redistribution by Insurance Market Regulation: Analyzing a Ban on Gender-Based Retirement Annuities. (2006). Rothschild, Casey ; Poterba, James ; Finkelstein, Amy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12205.

    Full description at Econpapers || Download paper

  40. Portfolio management and retirement: what is the best arrangement for a family?. (2006). Post, Thomas ; Gründl, Helmut ; Helmut Gründl, ; Schmeiser, Hato.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:20:y:2006:i:3:p:265-285.

    Full description at Econpapers || Download paper

  41. Mortality, Time Preference and Life-Cycle Models. (2006). Bommier, Antoine.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00441888.

    Full description at Econpapers || Download paper

  42. A conceptual framework for retirement products : Risk sharing arrangements between providers and retirees. (2004). Impavido, Gregorio ; THORBURN, CRAIG ; Wadsworth, Mike.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3208.

    Full description at Econpapers || Download paper

  43. Decaying Asymmetric Information and Adverse Selection in Annuities. (2004). McCarthy, David.
    In: Working Papers.
    RePEc:mrr:papers:wp080.

    Full description at Econpapers || Download paper

  44. The Effects of Subjective Survival on Retirements and Social Security Claiming. (2003). Zissimopoulos, Julie.
    In: Working Papers.
    RePEc:ran:wpaper:03-11.

    Full description at Econpapers || Download paper

  45. Pensionmetrics 2: stochastic pension plan design during the distribution phase. (2003). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47.

    Full description at Econpapers || Download paper

  46. Redistribution and Insurance: Mandatory Annuitization with Mortality Heterogeneity. (2002). Brown, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9256.

    Full description at Econpapers || Download paper

  47. The Role of Real Annuities and Indexed Bonds In An Individual Accounts Retirement Program.. (1999). Poterba, James ; Mitchell, Olivia ; Brown, Jeffrey.
    In: Pension Research Council Working Papers.
    RePEc:wop:pennpr:99-2.

    Full description at Econpapers || Download paper

  48. The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program. (1999). Poterba, James ; Mitchell, Olivia ; Brown, Jeffrey.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:99-18.

    Full description at Econpapers || Download paper

  49. Joint Life Annuities and Annuity Demand by Married Couples. (1999). Poterba, James ; Brown, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7199.

    Full description at Econpapers || Download paper

  50. The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program. (1999). Poterba, James ; Mitchell, Olivia ; Brown, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7005.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-16 19:35:45 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.