Optimal annuity portfolio under inflation risk
Year of publication: |
2015
|
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Authors: | Konicz, Agnieszka Karolina ; Pisinger, David ; Weissensteiner, Alex |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 12.2015, 3, p. 461-488
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Subject: | Inflation-linked annuity | Retirement planning | CRRA utility | Loss disutility | Multi-stage stochastic programming | Portfolio-Management | Portfolio selection | Altersvorsorge | Retirement provision | Private Altersvorsorge | Private retirement provision | Inflation | Stochastischer Prozess | Stochastic process | Theorie | Theory | Pensionskasse | Pension fund |
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