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Optimal Annuitization Policies

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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
1985A Theory of the Term Structure of Interest Rates8,333 cited
1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate1,679 cited
1986Life Cycle, Individual Thrift, and the Wealth of Nations1,274 cited
1999New Evidence on the Money's Worth of Individual Annuities795 cited
1989Mortality Risk and Bequests685 cited
1986Actuarial Mathematics.623 cited
1994Stocks for the Long Run567 cited
1991How Strong Are Bequest Motives? Evidence Based on Estimates of the Demand for Life Insurance and Annuities489 cited
1990The Cost of Annuities: Implications for Saving Behavior and Bequests385 cited
2005The "Life-Cycle" Hypothesis of Saving328 cited
1997New Evidence on the Money's Worth of Individual Annuities293 cited
1996Annuity Valuation with Dependent Mortality256 cited
1998Optimal Asset Allocation towards the End of the Life Cycle: To Annuitize or Not to Annuitize?135 cited
2000

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Self-Annuitization and Ruin in Retirement

116 cited

Cited by

2007The role of longevity bonds in optimal portfolios79 cited
2006Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases58 cited
2006The Management of Decumulation Risks in a Defined Contribution Pension Plan52 cited
2006Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion46 cited
2002Annuities for an Ageing World43 cited
2006Rational Decumulation40 cited
2010Choosing the optimal annuitization time post-retirement40 cited
2003Merging Asset Allocation and Longevity Insurance: An Optimal Perspective on Payout Annuities34 cited
2012Optimal consumption and allocation in variable annuities with Guaranteed Minimum Death Benefits33 cited
2013Income drawdown option with minimum guarantee30 cited
2004Annuitization: Keeping Your Options Open28 cited
2008Mortality Heterogeneity and the Distributional Consequences of Mandatory Annuitization26 cited
2020Tontines with Mixed Cohorts20 cited
2006Life Annuitization: Why and how Much?19 cited
2020Time-consistent portfolio optimization7 cited
2017Decision Making under Uncertainty and Risk: A Retiree's Perspective on Choosing between Pension Options3 cited