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Fixed and variable longevity income annuities in defined contribution plans : optimal retirement portfolios taking social security into account
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - In: The journal of risk & insurance 90 (2023) 4, pp. 831-860
Persistent link: https://www.econbiz.de/10014443608
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Fixed and variable longevity annuities in defined contribution plans : optimal retirement portfolios taking social security into account
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - 2023
This paper investigates retirees' optimal purchases of fixed and variable longevity income annuities using their defined contribution (DC) plan assets and given their expected Social Security benefits. As an alternative, we also evaluate using plan assets to boost Social Security benefits...
Persistent link: https://www.econbiz.de/10013554899
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Putting the pension back in 401(k) retirement plans : optimal versus default longevity income annuities
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - 2018
retirement security, enhancing welfare by up to 20% of retiree plan accruals. …
Persistent link: https://www.econbiz.de/10011932365
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How would 401(k) "Rothification" alter saving, retirement security, and inequality?
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - 2022
Many nations incentivize retirement saving by letting workers defer taxes on pension contributions, imposing them when … taxing pension contributions instead of withdrawals leads to delayed retirement, somewhat lower lifetime tax payments, and …
Persistent link: https://www.econbiz.de/10013464027
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How would 401(k) "Rothification" alter saving, retirement security, and inequality?
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - In: Journal of pension economics and finance : JPEF 22 (2023) 3, pp. 265-283
Persistent link: https://www.econbiz.de/10014306189
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Putting the pension back in 401(k) retirement plans : optimal versus default deferred longevity income annuities
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - In: Journal of banking & finance 114 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012489025
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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
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Variable payout annuities and dynamic portfolio choice in retirement
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - In: Journal of pension economics and finance 9 (2010) 2, pp. 163-183
Persistent link: https://www.econbiz.de/10003987836
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Optimal Retirement Portfolios with Fixed and Variable Longevity Annuities in Defined Contribution Plans taking Social Security into Account
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - 2023
how these interact is of key importance in order to generate efficient retirement portfolios. Additionally, there is … their assets inside and outside tax-qualified retirement plans, their mortality assumptions, and their accrued Social …
Persistent link: https://www.econbiz.de/10014348756
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Optimizing the Retirement Portfolio : Asset Allocation, Annuitization, and Risk Aversion
Horneff, Wolfram J. - 2006
derive the optimal retirement portfolio from a menu that includes payout annuities as well as an investment allocation and a … allocation, when fixed as of retirement, is then compared to phased withdrawal strategies such a "self-annuitization" plan or the …
Persistent link: https://www.econbiz.de/10012466273