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Optimal Asset Allocation and The Real Option to Delay Annuitization: It’s Not Now-or-Never
16 references·14 citing·40 second hop
Optimal Asset Allocation and The Real Option to Delay Annuitization: It’s Not Now-or-Never (2002)Optimal Asset Allocation and The Real Opt…New Evidence on the Money's Worth of Individual Annuities (1999)New Evidence on the Money's W…Methods of Mathematical Finance (1998)Methods of Mathematical Finan…Arbitrage Theory in Continuous Time (1998)Arbitrage Theory in Continuou…Premium Calculation by Transforming the Layer Premium Density (1996)Premium Calculation by Transf…Dynamic Nonmyopic Portfolio Behavior (1996)Dynamic Nonmyopic Portfolio B…Optimal replication of contingent claims under transaction costs (1989)Optimal replication of contin…Mortality Risk and Bequests (1989)Mortality Risk and BequestsLife Cycle, Individual Thrift, and the Wealth of Nations (1986)Life Cycle, Individual Thrift…The Role of Intergenerational Transfers in Aggregate Capital Accumulation (1980)The Role of Intergenerational…Controlled Diffusion Processes (1980)Controlled Diffusion ProcessesTHE DEMAND FOR RISKY ASSETS (1977)THE DEMAND FOR RISKY ASSETSEquilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Equilibrium in Competitive In…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…Research and Reality - A Literature Review on Drawing Down Retirement Financial Savings (2012)Research and Reality - A Lite…Optimal consumption and allocation in variable annuities with Guaranteed Minimum Death Benefits (2012)Optimal consumption and alloc…Annuities and Other Retirement Products (2011)Annuities and Other Retiremen…Choosing the optimal annuitization time post-retirement (2010)Choosing the optimal annuitiz…National Annuity Markets (2008)National Annuity MarketsWho Values the Social Security Annuity? New evidence on the Annuity Puzzle (2007)Who Values the Social Securit…Rare events and annuity market participation (2007)Rare events and annuity marke…Flexible Life Annuities (2007)Flexible Life AnnuitiesFinancial engineering for Australian annuitants (2007)Financial engineering for Aus…The Management of Decumulation Risks in a Defined Contribution Pension Plan (2006)The Management of Decumulatio…Survey of annuity pricing (2006)Survey of annuity pricingOptimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion (2006)Optimizing the Retirement Por…Pricing equity-linked pure endowments via the principle of equivalent utility (2003)Pricing equity-linked pure en…Merging Asset Allocation and Longevity Insurance: An Optimal Perspective on Payout Annuities (2003)Merging Asset Allocation and …ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)On modelling and pricing weather derivatives (2002)A numerical scheme for BSDEs (2004)Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (2005)Criteria for Choice Among Risky Ventures (1959)An Intertemporal Capital Asset Pricing Model (1973)The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money (1989)Why do people pay taxes? 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(1972)Job Market Signaling (1973)The Economics of Caste and of the Rat Race and Other Woeful Tales (1976)Health insurance and the demand for medical care: evidence from a randomized experiment. (1987)Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? 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this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1976Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information4,984 cited
  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 1998Methods of Mathematical Finance1,939 cited
  • 1980Controlled Diffusion Processes1,311 cited
  • 1986Life Cycle, Individual Thrift, and the Wealth of Nations1,274 cited
  • 1998Arbitrage Theory in Continuous Time1,267 cited
  • 1977THE DEMAND FOR RISKY ASSETS1,052 cited
  • 1999New Evidence on the Money's Worth of Individual Annuities795 cited
  • 1996Dynamic Nonmyopic Portfolio Behavior747 cited
  • 1980The Role of Intergenerational Transfers in Aggregate Capital Accumulation736 cited
  • 1996Premium Calculation by Transforming the Layer Premium Density696 cited
  • 1989Mortality Risk and Bequests685 cited
  • 1989Optimal replication of contingent claims under transaction costs

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Cited by

  • 2006The Management of Decumulation Risks in a Defined Contribution Pension Plan52 cited
  • 2006Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion46 cited
  • 2012Research and Reality - A Literature Review on Drawing Down Retirement Financial Savings45 cited
  • 2010Choosing the optimal annuitization time post-retirement40 cited
  • 2011Annuities and Other Retirement Products36 cited
  • 2003Merging Asset Allocation and Longevity Insurance: An Optimal Perspective on Payout Annuities34 cited
  • 2003Pricing equity-linked pure endowments via the principle of equivalent utility34 cited
  • 2012Optimal consumption and allocation in variable annuities with Guaranteed Minimum Death Benefits33 cited
  • 2008National Annuity Markets29 cited
  • 2007Who Values the Social Security Annuity? New evidence on the Annuity Puzzle27 cited
  • 2007Flexible Life Annuities26 cited
  • 2007Financial engineering for Australian annuitants24 cited
  • 2007Rare events and annuity market participation23 cited
  • 2006Survey of annuity pricing15 cited