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Ruined moments in your life: how good are the approximations? · Study

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ArticleRuined moments in your life: how good are the approximations?

Huaxiong Huang2004

Article2004

Ruined moments in your life: how good are the approximations?

Huaxiong Huang · Moshe A. Milevsky

45 citations·0/0 files stored·Insurance Mathematics and Economics

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Financial Literacy, Pension, Retirement Analysis Stochastic processes and financial applications Probability and Risk Models

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References

1998Arbitrage Theory in Continuous Time 1994Option pricing: Mathematical models and computation 2002The concept of comonotonicity in actuarial science and finance: theory 2002The concept of comonotonicity in actuarial science and finance: applications 2003Pensionmetrics 2: stochastic pension plan design during the distribution phase 1998Optimal Asset Allocation towards the End of the Life Cycle: To Annuitize or Not to Annuitize?2004Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin 2000Self-Annuitization and Ruin in Retirement

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2005Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables 2007Optimal approximations for risk measures of sums of lognormals based on conditional expectations 2016Individual Capability and Effort in Retirement Benefit Choice 2006Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement 2005The Implied Longevity Yield: A Note on Developing an Index for Life Annuities

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2012Research and Reality - A Literature Review on Drawing Down Retirement Financial Savingsarticle · 6 shared references 2005Comonotonic Approximations for Optimal Portfolio Selection Problemsarticle · 5 shared references 2005The Implied Longevity Yield: A Note on Developing an Index for Life Annuitiesarticle · 5 shared references 2008Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities Versus Phased Withdrawal Planspreprint · 4 shared references 2006Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversionreport · 4 shared references 2006Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirementarticle · 4 shared references

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Year2004

Typearticle

Published2004-05-13

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations45

Files0 public / 0

ShelfFinancial Literacy, Pension, Retirement Analysis

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doi10.1016/j.insmatheco.2004.03.006

openalex_workW3124848992

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