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Quantitative Finance Volume 16, 2016 - Issue 2: Stochastic Optimization Approaches to Financial and Energy Markets
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Research Papers

Optimal retirement planning with a focus on single and joint life annuities

Agnieszka Karolina KoniczDTU Management Engineering, Management Science, Technical University of Denmark, Produktionstorvet 424, 2800Kongens Lyngby, Denmark.Correspondence[email protected]
,
David PisingerDTU Management Engineering, Management Science, Technical University of Denmark, Produktionstorvet 424, 2800Kongens Lyngby, Denmark.
&
Alex WeissensteinerDTU Management Engineering, Management Science, Technical University of Denmark, Produktionstorvet 424, 2800Kongens Lyngby, Denmark.;School of Economics and Management, Free University of Bozen, Universitätsplatz 1, 39100Bozen, Italy.
Pages 275-295 | Received 18 Apr 2014, Accepted 12 May 2015, Published online: 01 Feb 2016

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Read on this site (2)

Sanghyeon Bae, Yongjae Lee & Woo Chang Kim. (2023) Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products. Quantitative Finance 23:11, pages 1597-1615.
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Chul Jang, Iqbal Owadally, Andrew Clare & Muhammad Kashif. (2022) Lifetime consumption and investment with housing, deferred annuities and home equity release. Quantitative Finance 22:1, pages 129-145.
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Articles from other publishers (6)

Chul Jang, Andrew Clare & Iqbal Owadally. (2021) Glide paths for a retirement plan with deferred annuities. Journal of Pension Economics and Finance 21:4, pages 565-581.
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Sanjiv R. Das, Daniel Ostrov, Anand Radhakrishnan & Deep Srivastav. (2022) Dynamic optimization for multi-goals wealth management. Journal of Banking & Finance 140, pages 106192.
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Iqbal Owadally, Chul Jang & Andrew Clare. (2021) Optimal investment for a retirement plan with deferred annuities. Insurance: Mathematics and Economics 98, pages 51-62.
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Maria Alexandrova & Nadine Gatzert. (2019) What Do We Know About Annuitization Decisions?. Risk Management and Insurance Review 22:1, pages 57-100.
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Daniel N Ostrov, Sanjiv Ranjan Das, Deep Srivastav & Anand Radhakrishnan. (2019) Dynamic Optimization for Goals-Based Wealth Management with Multiple Goals. SSRN Electronic Journal.
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Faisal Habib, Huang Huaxiong & Moshe A. Milevsky. (2017) Approximate Solutions to Retirement Spending Problems and the Optimality of Ruin. SSRN Electronic Journal.
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