Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Year of publication: |
2023
|
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Authors: | Liang, Xiaoqing ; Young, Virginia R. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 112.2023, p. 80-96
|
Subject: | Absolutely continuous annuitization rate | Age-dependent force of mortality | Barrier strategy | Optimal annuitization | Probability of lifetime ruin | Theorie | Theory | Altersvorsorge | Retirement provision | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Finanzmathematik | Mathematical finance |
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