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The Calculus of Retirement Income: Financial Models for Pension Annuities and Life Insurance
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  • 2007Optimal consumption and portfolio choice for pooled annuity funds97 cited
  • 2006Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion46 cited
  • 2020Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes42 cited
  • 2020The modern tontine36 cited
  • 2008Portfolio Choice with Puts: Evidence from Variable Annuities33 cited
  • 2015How to Finance Pensions: Optimal Strategies for Pay‐as‐You‐Go Pension Systems28 cited
  • 2009Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts25 cited
  • 2020Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods23 cited
  • 2010Optimal onset and exhaustion of retirement savings in a life-cycle model23 cited
  • 2011Spending Flexibility and Safe Withdrawal Rates23 cited
  • 2010The Decline of the Traditional Pension21 cited

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