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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.

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Cited: 9

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Cites: 26

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Cocites: 29

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Coauthors: 0

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Citations

Citations received by this document

  1. Displaced, disliked and misunderstood: A systematic review of the reasons for low uptake of long-term care insurance and life annuities. (2020). Schut, Frederik T ; Lambregts, Timo R.
    In: The Journal of the Economics of Ageing.
    RePEc:eee:joecag:v:17:y:2020:i:c:s2212828x20300013.

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  2. Modern tontine with bequest: Innovation in pooled annuity products. (2019). Donnelly, Catherine ; Bernhardt, Thomas.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:86:y:2019:i:c:p:168-188.

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  3. Modern tontine with bequest: innovation in pooled annuity products. (2019). Donnelly, Catherine ; Bernhardt, Thomas.
    In: Papers.
    RePEc:arx:papers:1903.05990.

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  4. Optimal investment management for a defined contribution pension fund under imperfect information. (2018). Zhang, Ling ; Yao, Haixiang.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:79:y:2018:i:c:p:210-224.

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  5. Nash equilibrium strategies for a defined contribution pension management. (2015). Wu, Huiling ; Chen, Hua ; Zhang, Ling.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:62:y:2015:i:c:p:202-214.

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  6. Income drawdown option with minimum guarantee. (2014). Gozzi, Fausto ; federico, salvatore ; Vigna, Elena ; di Giacinto, Marina.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:234:y:2014:i:3:p:610-624.

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  7. Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality. (2014). Hainaut, Donatien ; Deelstra, Griselda.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:44:y:2014:i:c:p:124-146.

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  8. Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model. (2013). Yao, Haixiang ; Yang, Zhou ; Chen, Ping.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:3:p:851-863.

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  9. Mean-variance target-based optimisation in DC plan with stochastic interest rate. (2013). Menoncin, Francesco ; Vigna, Elena.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:337.

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References

References cited by this document

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Cocites

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  1. Do individuals accept fluctuations in pension income?. (2023). Weber, Martin ; Knebel, Caroline ; Bucher-Koenen, Tabea.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:23019.

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  2. Optimal investment–consumption problem: Post-retirement with minimum guarantee. (2020). Dadashi, Hassan.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:94:y:2020:i:c:p:160-181.

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  3. Optimal investment-consumption problem post-retirement with a minimum guarantee. (2018). Dadashi, Hassan.
    In: Papers.
    RePEc:arx:papers:1803.00611.

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  4. AGING POPULATION-A CLOUD ON ROMANIA’S ECONOMIC FUTURE. (2015). Stober, Emmanuel.
    In: Management Research and Practice.
    RePEc:rom:mrpase:v:7:y:2015:i:4:p:32-42.

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  5. The investment management for a downside-protected equity-linked annuity under interest rate risk. (2015). Han, Nan-Wei ; Hung, Mao-Wei.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:13:y:2015:i:c:p:113-124.

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  6. Income drawdown option with minimum guarantee. (2014). Gozzi, Fausto ; federico, salvatore ; Vigna, Elena ; di Giacinto, Marina.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:234:y:2014:i:3:p:610-624.

    Full description at Econpapers || Download paper

  7. Measuring the consequences of pension reform applying liquidation and longevity considerations. (2012). Chang, Shihchieh ; Hwang, Yawen ; Yang, Shuhan .
    In: Journal of Economic Policy Reform.
    RePEc:taf:jpolrf:v:15:y:2012:i:3:p:243-255.

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  8. 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

  9. An Actuarial Analysis of the Payout Options in Nigeria¡¯s Contributory Pension Scheme. (2012). Ibiwoye, Ade ; Ajijola, Lukman .
    In: International Journal of Business Administration.
    RePEc:jfr:ijba11:v:3:y:2012:i:6:p:45-54.

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  10. Income drawdown option with minimum guarantee. (2012). Gozzi, Fausto ; federico, salvatore ; Vigna, Elena ; di Giacinto, Marina.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:272.

    Full description at Econpapers || Download paper

  11. Valuation and hedging of the ruin-contingent life annuity (RCLA). (2012). Huang, Huaxiong ; Salisbury, Thomas S. ; Milevsky, Moshe A..
    In: Papers.
    RePEc:arx:papers:1205.3686.

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  12. 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.

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  13. Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model. (2009). Gao, Jianwei.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:45:y:2009:i:1:p:9-18.

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  14. 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.

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  15. 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.

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  16. Choosing the Optimal Annuitization Time Post Retirement. (2008). Hojgaard, Bjarne ; Gerrard, Russell ; Vigna, Elena.
    In: Carlo Alberto Notebooks.
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  17. Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion. (2006). Mitchell, Olivia ; Dus, Ivica ; Maurer, Raimond ; Horneff, Wolfram J..
    In: NBER Working Papers.
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  18. Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion. (2006). Mitchell, Olivia ; Dus, Ivica ; Maurer, Raimond ; Horneff, Wolfram J..
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  19. 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.

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  20. Demand and adverse selection in a pooled annuity fund. (2006). Valdez, Emiliano ; Piggott, John ; Wang, Liang.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:39:y:2006:i:2:p:251-266.

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  21. Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities. (2005). Mitchell, Olivia ; Dus, Ivica ; Maurer, Raimond.
    In: NBER Working Papers.
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  22. Optimal investment choices post-retirement in a defined contribution pension scheme. (2004). Vigna, Elena ; Haberman, Steven ; Gerrard, Russell.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:35:y:2004:i:2:p:321-342.

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  23. Ruined moments in your life: how good are the approximations?. (2004). Huang, H. ; Milevsky, M. A. ; Wang, J..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:34:y:2004:i:3:p:421-447.

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  24. Die individuelle Vorteilhaftigkeit der privaten Rentenversicherung: Steuervorteile, Lebenserwartung und Stornorisiken. (2003). Thaut, Michael .
    In: Tübinger Diskussionsbeiträge.
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  25. Institutional investors in Germany: Insurance companies and investment funds. (2003). Maurer, Raimond H..
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  26. Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans. (2003). Mitchell, Olivia ; Dus, Ivica ; Maurer, Raimond.
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  27. Combined accumulation- and decumulation-plans with risk-controlled capital protection. (2003). Albrecht, Peter ; Weber, Carsten .
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  28. Annuities for an Ageing World. (2002). Mitchell, Olivia ; McCarthy, David.
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