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Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates (corrected July 2011)
16 references·6 citing·38 second hop
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References

  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1928A Mathematical Theory of Saving5,834 cited
  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 1991Saving and Liquidity Constraints1,650 cited
  • 1986Life Cycle, Individual Thrift, and the Wealth of Nations1,274 cited
  • 2008Eliciting Risk and Time Preferences1,270 cited
  • 2014Post-Keynesian Economics701 cited
  • 1990Pensions, the Option Value of Work, and Retirement594 cited
  • 2009On Nudging: A Review of Nudge: Improving Decisions About Health, Wealth and Happiness by Richard H. Thaler and Cass R. Sunstein536 cited
  • 1975Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model436 cited
  • 1977The Journal of Financial Planning433 cited
  • 2003Optimal consumption–portfolio choices and retirement planning167 cited
  • 1962The Accumulation of Risky Capital: A Sequential Utility Analysis164 cited
  • 2006The Calculus of Retirement Income134 cited

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2001
The Role of Annuity Markets in Financing Retirement
133 cited

Cited by

  • 2018TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN86 cited
  • 2012Optimal retirement consumption with a stochastic force of mortality56 cited
  • 2014Optimal savings management for individuals with defined contribution pension plans34 cited
  • 2014The Perfect Withdrawal Amount: A Methodology for Creating Retirement Account Distribution Strategies24 cited
  • 2011Spending Flexibility and Safe Withdrawal Rates23 cited
  • 2017Retirement spending and biological age20 cited