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Optimal retirement choice under age-dependent force of mortality
Ferrari, Giorgio; Zhu, Shihao - 2023
This paper examines the retirement decision, optimal investment, and consumption strategies under an age …-dependent force of mortality. We formulate the optimization problem as a combined stochastic control and optimal stopping problem with … a random time horizon, featuring three state variables: wealth, labor income, and force of mortality. To address this …
Persistent link: https://www.econbiz.de/10014433470
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The effect of objective formulation on retirement decision making
Butt, Adam; Khemka, Gaurav - In: Insurance / Mathematics & economics 64 (2015), pp. 385-395
Persistent link: https://www.econbiz.de/10011398116
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Optimal Retirement Planning Under Partial Information
Bäuerle, Nicole - 2019
The present paper analyses an optimal consumption and investment problem of a retiree with a constant relative risk aversion (CRRA) who faces parameter uncertainty about the financial market.We solve the optimization problem under partial information by making the market observationally complete...
Persistent link: https://www.econbiz.de/10012898863
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Retirement optimization through aircraft transfers and employment
Newcamp, Jeffrey; Verhagen, Wim J. C.; Santos, Bruno F.; … - In: Journal of air transport management 79 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012112411
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Heterogeneity in optimal investment and drawdown strategies in retirement
Butt, Adam; Khemka, Gaurav; Warren, Geoff - In: Pacific-Basin finance journal 74 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013389436
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Investing for retirement : terminal wealth constraints or a desired wealth target?
Donnelly, Catherine; Khemka, Gaurav; Lim, William - In: European financial management : the journal of the … 28 (2022) 5, pp. 1283-1307
Persistent link: https://www.econbiz.de/10013415831
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Dynamic optimization for multi-goals wealth management
Das, Sanjiv R.; Ostrov, Daniel; Radhakrishnan, Anand; … - In: Journal of banking & finance 140 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013463132
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Component redundancy allocation in optimal cost preventive maintenance scheduling
Peralta Siopa, Jorge Miguel; Semedo Garção, José Eugénio - In: Journal of the Operational Research Society : OR 66 (2015) 6, pp. 925-935
Persistent link: https://www.econbiz.de/10011378819
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Simulation-based optimisation of the life cycle cost of industrial systems
Cerri, Daniele; Terzi, Sergio - In: International journal of product lifecycle management : … 8 (2015) 3, pp. 216-232
Persistent link: https://www.econbiz.de/10011546249
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Duality and liquidity constraints under uncertainty
Hajivassiliou, Vassilis Argyrou - In: Journal of economic dynamics & control 20 (1996) 6, pp. 1177-1192
Persistent link: https://www.econbiz.de/10001200761