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Optimal portfolio choice with annuitization

Koijen, Ralph S. J. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003377022

Optimal annuitization with incomplete annuity markets and background risk during retirement

Peijnenburg, Kim; Nijman, Theodore E.; Werker, Bas J. M. - 2010

Persistent link: https://www.econbiz.de/10003965458

Health cost risk and optimal retirement provision : a simple rule for annuity demand

Peijnenburg, Kim; Nijman, Theodore E.; Werker, Bas J. M. - 2010

Persistent link: https://www.econbiz.de/10003965506

Optimal annuity risk management

Koijen, Ralph S. J.; Nijman, Theodore E.; Werker, Bas J. M. - In: Review of finance : journal of the European Finance … 15 (2011) 4, pp. 799-833

Persistent link: https://www.econbiz.de/10009376169

Optimal portfolio choice with annuitization

Koijen, Ralph S. J. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003364130

Pareto optimal pension risk allocations

Muns, Sander; Werker, Bas J. M. - In: De economist : quarterly review of the Royal … 170 (2022) 1, pp. 133-172

Persistent link: https://www.econbiz.de/10013184164

When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?

Koijen, Ralph S. J. - 2010

We study the importance of time-varying bond risk premia in a consumption and portfolio-choice problem for a life-cycle investor facing short-sales and borrowing constraints. Tilts in the optimal asset allocation in response to changes in bond risk premia exhibit pronounced life-cycle patterns....

Persistent link: https://www.econbiz.de/10013148433

Health cost risk : a potential solution to the annuity puzzle

Peijnenburg, Kim; Nijman, Theodore E.; Werker, Bas J. M. - In: The economic journal : the journal of the Royal … 127 (2017) 603, pp. 1598-1625

Persistent link: https://www.econbiz.de/10011757809

The annuity puzzle remains a puzzle

Peijnenburg, Kim; Nijman, Theodore E.; Werker, Bas J. M. - In: Journal of economic dynamics & control 70 (2016), pp. 18-35

Persistent link: https://www.econbiz.de/10011708624

Pareto optimal pension risk allocations

Muns, Sander; Werker, Bas J. M. - 2022

Persistent link: https://www.econbiz.de/10013341263