SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The timing of annuitization: Investment dominance and mortality risk
16 references·6 citing·34 second hop
The timing of annuitization: Investment dominance and mortality risk (2006)The timing of annuitization: Investment d…Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Structural Reform of Social Security (2005)Structural Reform of Social S…Annuities and Individual Welfare (2005)Annuities and Individual Welf…Pensionmetrics 2: stochastic pension plan design during the distribution phase (2003)Pensionmetrics 2: stochastic …Risk Aspects of Investment-Based Social Security Reform (2001)Risk Aspects of Investment-Ba…New Evidence on the Money's Worth of Individual Annuities (1999)New Evidence on the Money's W…New Evidence on the Money's Worth of Individual Annuities (1997)New Evidence on the Money's W…Uncertainty resolution and the timing of annuity purchases (1993)Uncertainty resolution and th…How Strong Are Bequest Motives? Evidence Based on Estimates of the Demand for Life Insurance and Annuities (1991)How Strong Are Bequest Motive…Brownian motion and stochastic calculus (1991)Brownian motion and stochasti…The Cost of Annuities: Implications for Saving Behavior and Bequests (1990)The Cost of Annuities: Implic…Life Cycle, Individual Thrift, and the Wealth of Nations (1986)Life Cycle, Individual Thrift…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…What Do We Know About Annuitization Decisions? (2019)What Do We Know About Annuiti…Does the St. Petersburg Paradox Cast Doubt on the Use of Expected Value Theory to Approximate the Random Present Value of a Life Annuity? (2015)Does the St. Petersburg Parad…Life Annuities: An Optimal Product for Retirement Income (2013)Life Annuities: An Optimal Pr…Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts (2008)Asset Allocation and Location…Assessing Investment and Longevity Risks within Immediate Annuities (2007)Assessing Investment and Long…Integrating optimal annuity planning with consumption–investment selections in retirement planning (2006)Integrating optimal annuity p…On the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)The Utility Analysis of Choices Involving Risk (1948)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Optimal rules for ordering uncertain prospects (1975)Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Anticipation and the Valuation of Delayed Consumption (1987)Understanding Consumption (1992)FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH: ASSESSING THE EVIDENCE* (1997)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)Precautionary Saving and Social Insurance (1995)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)An International Analysis of Life Insurance Demand (1993)Wealth and Stratification Processes (2000)Household Finance (2021)Sources of Advantageous Selection: Evidence from the Medigap Insurance Market (2008)WHAT GOOD IS WEALTH WITHOUT HEALTH? THE EFFECT OF HEALTH ON THE MARGINAL UTILITY OF CONSUMPTION (2008)Beyond Nudges : Tools of a Choice Architecture (2012)Adverse Selection in Insurance Markets: Policyholder Evidence from the U.K. Annuity Market (2004)Pay Me Later: Inside Debt and Its Role in Managerial Compensation (2007)
this work references cited by second hop

References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 1991Brownian motion and stochastic calculus2,089 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1986Life Cycle, Individual Thrift, and the Wealth of Nations1,274 cited
  • 1999New Evidence on the Money's Worth of Individual Annuities795 cited
  • 2005Annuities and Individual Welfare715 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
  • 1997New Evidence on the Money's Worth of Individual Annuities293 cited
  • 2005Structural Reform of Social Security215 cited
  • 2001Risk Aspects of Investment-Based Social Security Reform214 cited
  • 2003Pensionmetrics 2: stochastic pension plan design during the distribution phase172 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1993
Uncertainty resolution and the timing of annuity purchases
158 cited

Cited by

  • 2008Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts39 cited
  • 2007Assessing Investment and Longevity Risks within Immediate Annuities28 cited
  • 2019What Do We Know About Annuitization Decisions?28 cited
  • 2013Life Annuities: An Optimal Product for Retirement Income22 cited
  • 2006Integrating optimal annuity planning with consumption–investment selections in retirement planning22 cited
  • 2015Does the St. Petersburg Paradox Cast Doubt on the Use of Expected Value Theory to Approximate the Random Present Value of a Life Annuity?2 cited