Advanced search
Publication Cover
North American Actuarial Journal Volume 26, 2022 - Issue 2
Submit an article Journal homepage
460
Views
2
CrossRef citations to date
0
Altmetric
Feature Articles

A Stochastic Control Approach to Defined Contribution Plan Decumulation: “The Nastiest, Hardest Problem in Finance”

Peter A. ForsythDavid R. Cheriton School of Computer Science, University of Waterloo, Waterloo, Ontario, CanadaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-7841-7891View further author information
ORCID Icon
Pages 227-251 | Published online: 26 Apr 2021

Citations (2)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Chendi Ni, Yuying Li, Peter Forsyth & Ray Carroll. (2022) Optimal asset allocation for outperforming a stochastic benchmark target. Quantitative Finance 22:9, pages 1595-1626.
Read now

Articles from other publishers (1)

Peter A. Forsyth, Kenneth R. Vetzal & Graham Westmacott. (2021) OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION. ASTIN Bulletin 51:3, pages 905-938.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.