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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
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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
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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