Optimal allocation for stock market-excluded retirees : effects of interest rates, longevity risk, and upfront fees
Ebenezer Fiifi Emire Atta Mills, Siegfried Kafui Anyomi, Ur Koumba, Zhuoqing Zhong, Yuexin Liao
| Year of publication: |
2024
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|---|---|
| Authors: | Mills, Ebenezer Atta ; Anyomi, Siegfried Kafui ; Koumba, Ur ; Zhong, Zhuoqing ; Liao, Yuexin |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 70.2024, Art.-No. 106320, p. 1-9
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| Subject: | Annuitization | Consumption | Interest rates | Longevity risk | Upfront fees | Sterblichkeit | Mortality | Zins | Interest rate | Risikomodell | Risk model | Lebensversicherung | Life insurance | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106320 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195518