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Life Annuitization: Why and how Much?
16 references·0 citing·41 second hop
Life Annuitization: Why and how Much? (2006)Life Annuitization: Why and how Much?Annuitization and asset allocation (2007)Annuitization and asset alloc…Controlled Markov Processes and Viscosity Solutions (2005)Controlled Markov Processes a…Annuities and Individual Welfare (2005)Annuities and Individual Welf…Stochastic optimal control of annuity contracts (2003)Stochastic optimal control of…Pensionmetrics 2: stochastic pension plan design during the distribution phase (2003)Pensionmetrics 2: stochastic …Optimal Annuitization Policies (2001)Optimal Annuitization PoliciesNumerical Methods for Stochastic Control Problems in Continuous Time (2001)Numerical Methods for Stochas…A Portfolio Approach to Investment and Annuitization During Retirement (1999)A Portfolio Approach to Inves…Optimal Asset Allocation towards the End of the Life Cycle: To Annuitize or Not to Annuitize? (1998)Optimal Asset Allocation towa…Controlled markov processes and viscosity solutions (1994)Controlled markov processes a…Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Numerical Methods for Stochas…On Consumption-Indexed Public Pension Plans (1982)On Consumption-Indexed Public…Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model (1975)Optimal consumption, portfoli…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…The Pricing of Options and Corporate Liabilities (1973)Stochastic Differential Equations and Diffusion Processes (1983)Backward Stochastic Differential Equations in Finance (1997)Martingale Methods in Financial Modelling (1997)Brownian Motion and Stochastic Calculus (2007)Mean field games (2007)Multiple channel queues in heavy traffic. I (1970)Open Queueing Networks in Heavy Traffic (1984)An introduction to stochastic partial differential equations (2006)A Dynamic Model of Optimal Capital Structure (2007)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Household annuitization decisions: simulations and empirical analyses (2004)Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) (2005)Rational and Behavioral Perspectives on the Role of Annuities in Retirement Planning (2007)New Evidence on the Money's Worth of Individual Annuities (1999)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)Precautionary Saving and Social Insurance (1995)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)Capital Market Equilibrium with Personal Tax (1983)Optimal Portfolio Selection with Transaction Costs and Finite Horizons (2002)A Monte Carlo Method for Optimal Portfolios (2003)Controlled diffusion models for optimal dividend pay-out (1997)Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (2003)Partial Differential Equations (2010)A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (2005)Information Quality and Long‐Run Risk: Asset Pricing Implications (2010)Investment Shocks and Asset Prices (2011)
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References

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  • 2003Stochastic optimal control of annuity contracts113 cited
  • 2001Optimal Annuitization Policies62 cited
  • 1999A Portfolio Approach to Investment and Annuitization During Retirement

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47 cited
  • 1982On Consumption-Indexed Public Pension Plans45 cited
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