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Optimal gradual annuitization : quantifying the costs of switching to annuities

Horneff, Wolfram J.; Maurer, Raimond; Stamos, Michael Zisis - In: The journal of risk and insurance : the journal of the … 75 (2008) 4, pp. 1019-1038

Persistent link: https://www.econbiz.de/10003790377

Life-cycle asset allocation with annuity markets

Horneff, Wolfram J.; Maurer, Raimond; Stamos, Michael Zisis - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3590-3612

Persistent link: https://www.econbiz.de/10003780976

Optimizing the retirement portfolio : asset allocation, annuitization, and risk aversion

Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2006

Persistent link: https://www.econbiz.de/10003354841

Asset allocation and location over the life cycle with survival-contingent payoffs

Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2008

Persistent link: https://www.econbiz.de/10003861308

Extending life cycle models of optimal portfolio choice : integrated flexible work, endogenous retirement, and investment decisions with lifetime payouts

Chai, Jingjing; Horneff, Wolfram J.; Maurer, Raimond; … - 2009

Persistent link: https://www.econbiz.de/10003851671

Asset allocation and location over the life cycle with investment-linked survival-contingent payouts

Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - In: Journal of banking & finance 33 (2009) 9, pp. 1688-1899

Persistent link: https://www.econbiz.de/10003872868

Optimal gradual annuitization : quantifying the costs of switching to annuities

Horneff, Wolfram J. (contributor); … - 2007

We compute the optimal dynamic asset allocation policy for a retiree with Epstein-Zin utility. The retiree can decide how much he consumes and how much he invests in stocks, bonds, and annuities. Pricing the annuities we account for asymmetric mortality beliefs and administration expenses. We...

Persistent link: https://www.econbiz.de/10003480362

Dynamic portfolio choice with deferred annuities

Horneff, Wolfram J.; Maurer, Raimond; Rogalla, Ralph - In: Journal of banking & finance 34 (2010) 11, pp. 2652-2664

Persistent link: https://www.econbiz.de/10008858851

Money in motion : dynamic portfolio choice in retirement

Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2007

Persistent link: https://www.econbiz.de/10003586145

Following the rules : integrating asset allocation and annuitization in retirement portfolios

Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 396-408

Persistent link: https://www.econbiz.de/10003682561