SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Merging Asset Allocation and Longevity Insurance: An Optimal Perspective on Payout Annuities
16 references·2 citing·38 second hop
Merging Asset Allocation and Longevity Insurance: An Optimal Perspective on Payout Annuities (2003)Merging Asset Allocation and Longevity In…Pensionmetrics 2: stochastic pension plan design during the distribution phase (2003)Pensionmetrics 2: stochastic …Asset Allocation and the Liquidity Premium for Illiquid Annuities (2003)Asset Allocation and the Liqu…Optimal Asset Allocation and The Real Option to Delay Annuitization: It’s Not Now-or-Never (2002)Optimal Asset Allocation and …Private pensions, mortality risk, and the decision to annuitize (2001)Private pensions, mortality r…Optimal Annuitization Policies (2001)Optimal Annuitization PoliciesLongevity-Insured Retirement Distributions from Pension Plans: Market and Regulatory Issues (2001)Longevity-Insured Retirement …Joint Life Annuities and Annuity Demand by Married Couples (2000)Joint Life Annuities and Annu…New Evidence on the Money's Worth of Individual Annuities (1999)New Evidence on the Money's W…A Portfolio Approach to Investment and Annuitization During Retirement (1999)A Portfolio Approach to Inves…Uncertainty resolution and the timing of annuity purchases (1993)Uncertainty resolution and th…The journal of financial economics (1993)The journal of financial econ…How Strong Are Bequest Motives? Evidence Based on Estimates of the Demand for Life Insurance and Annuities (1991)How Strong Are Bequest Motive…Specification of the Joy of Giving: Insights from Altruism (1988)Specification of the Joy of G…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…Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…Life Annuities: An Optimal Product for Retirement Income (2013)Life Annuities: An Optimal Pr…Integrating optimal annuity planning with consumption–investment selections in retirement planning (2006)Integrating optimal annuity p…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)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)Lifetime Portfolio Selection By Dynamic Stochastic Programming (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)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Asymmetric Information and Learning: Evidence from the Automobile Insurance Market (2005)Asymmetric information in insurance: general testable implications (2006)Testing Contract Theory: A Survey of Some Recent Work (2010)Utility Analysis and the Consumption Function: An Interpretation of Cross-Section Data (2013)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Optimal investment choices post-retirement in a defined contribution pension scheme (2004)Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities (2006)Asset allocation and location over the life cycle with investment-linked survival-contingent payouts (2009)Anomalies: Saving, Fungibility, and Mental Accounts (1990)Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Annuitization and asset allocation (2007)How Deep Is the Annuity Market Participation Puzzle? (2010)Bequest motives and the annuity puzzle (2011)Precautionary Saving and Social Insurance (1995)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Institutional Investors and Equity Prices (2001)Relational Contracts and the Theory of the Firm (2002)An International Analysis of Life Insurance Demand (1993)Wealth and Stratification Processes (2000)Household Finance (2021)Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) (2005)The choice between an annuity and a lump sum: Results from Swiss pension funds (2007)The Interaction of Public and Private Insurance: Medicaid and the Long-Term Care Insurance Market (2008)Adverse Selection in Insurance Markets: Policyholder Evidence from the U.K. Annuity Market (2004)Annuities and Individual Welfare (2005)Pay Me Later: Inside Debt and Its Role in Managerial Compensation (2007)
this work references cited by second hop

References

  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 1993The journal of financial economics2,544 cited
  • 1999New Evidence on the Money's Worth of Individual Annuities795 cited
  • 1991How Strong Are Bequest Motives? Evidence Based on Estimates of the Demand for Life Insurance and Annuities489 cited
  • 1975Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model436 cited
  • 2001Private pensions, mortality risk, and the decision to annuitize348 cited
  • 2000Joint Life Annuities and Annuity Demand by Married Couples253 cited
  • 2003Pensionmetrics 2: stochastic pension plan design during the distribution phase172 cited
  • 1993Uncertainty resolution and the timing of annuity purchases158 cited
  • 2001Longevity-Insured Retirement Distributions from Pension Plans: Market and Regulatory Issues95 cited
  • 1988Specification of the Joy of Giving: Insights from Altruism85 cited
  • 2001Optimal Annuitization Policies62 cited
  • 2003Asset Allocation and the Liquidity Premium for Illiquid Annuities55 cited
  • 2002Optimal Asset Allocation and The Real Option to Delay Annuitization: It’s Not Now-or-Never

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

55 cited
  • 1999A Portfolio Approach to Investment and Annuitization During Retirement47 cited
  • Cited by

    • 2013Life Annuities: An Optimal Product for Retirement Income22 cited
    • 2006Integrating optimal annuity planning with consumption–investment selections in retirement planning22 cited