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~person:"Westmacott, Graham"
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Westmacott, Graham
Vetzal, Kenneth R.
25
Forsyth, Peter A.
21
Forsyth, P.A.
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Vetzal, K.R.
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Zvan, R.
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Vetzal, K. R.
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Vetzal, K.
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Coleman, T. F.
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D'Halluin, Y.
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Forsyth, P.
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ASTIN bulletin : the journal of the International Actuarial Association
3
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
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ECONIS (ZBW)
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Optimal performance of a tontine overlay subject to withdrawal constraints
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Westmacott, Graham
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 94-128
Persistent link: https://www.econbiz.de/10014485602
Saved in:
2
Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Westmacott, Graham
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 905-938
Persistent link: https://www.econbiz.de/10012656736
Saved in:
3
Optimal asset allocation for DC pension decumulation with a variable spending rule
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Westmacott, Graham
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 419-447
Persistent link: https://www.econbiz.de/10012243346
Saved in:
4
Management of portfolio depletion risk through optimal life cycle asset allocation
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Westmacott, Graham
- In:
North American actuarial journal : NAAJ ; leading the …
23
(
2019
)
3
,
pp. 447-468
Persistent link: https://www.econbiz.de/10012180638
Saved in:
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