Similar Search Results

Less is more : increasing retirement gains by using an upside terminal wealth constraint

Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat - In: Insurance / Mathematics & economics 64 (2015), pp. 259-267

Persistent link: https://www.econbiz.de/10011398052

Bringing cost transparency to the life annuity market

Donnelly, Catherine; Guillén, Montserrat; Nielsen, … - In: Insurance / Mathematics & economics 56 (2014), pp. 14-27

Persistent link: https://www.econbiz.de/10010385045

Do not pay for a Danish interest guarantee : the law of the triple blow

Guillén, Montserrat; Konicz, Agnieska Karolina; … - In: Annals of actuarial science : publ. by the Institute of … 7 (2013) 2, pp. 192-209

Persistent link: https://www.econbiz.de/10010188116

Fundamentals of cost and risk that matter to pension savers and life annuitants

Donnelly, Catherine W.; Guillén, Montserrat; Nielsen, … - In: Retirement system risk management : implications of the …, (pp. 171-185). 2016

Persistent link: https://www.econbiz.de/10011586914

Implementing individual savings decisions for retirement with bounds on wealth

Donnelly, Catherine W.; Guillén, Montserrat; Nielsen, … - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 111-137

Persistent link: https://www.econbiz.de/10011875583

Less is more: increasing retirement gains by using an upside terminal wealth constraint

Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat - Institut de Recerca en Economia Aplicada (IREA), … - 2015

We solve a portfolio selection problem of an investor with a deterministic savings plan who aims to have a target wealth value at retirement. The investor is an expected power utility-maximizer. The target wealth value is the maximum wealth that the investor can have at retirement. By...

Persistent link: https://www.econbiz.de/10011201737