Optimal allocation to deferred income annuities
F. Habib, H. Huang, A. Mauskopf, B. Nikolic, T.S. Salisbury
| Year of publication: |
2020
|
|---|---|
| Authors: | Habib, F. ; Huang, H. ; Mauskopf, A. ; Nikolic, B. ; Salisbury, T. S. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 90.2020, p. 94-104
|
| Subject: | Asset allocation | Consumption | Deferred income annuities | Retirement income | Stochastic optimal control | Altersvorsorge | Retirement provision | Portfolio-Management | Portfolio selection | Private Altersvorsorge | Private retirement provision | Kontrolltheorie | Control theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012169505