Optimal annuitization under stochastic interest rates
Yannick Dillschneider, Raimond Maurer and Peter Schober
| Year of publication: |
2024
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| Authors: | Dillschneider, Yannick ; Maurer, Raimond ; Schober, Peter |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 54.2024, 3, p. 626-651
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| Subject: | Annuity risk | deferred life annuities | dynamic portfolio choice | interest rate risk | Portfolio-Management | Portfolio selection | Zinsrisiko | Interest rate risk | Theorie | Theory | Lebensversicherung | Life insurance | Leibrente | Life annuity | Zins | Interest rate | Altersvorsorge | Retirement provision | Private Altersvorsorge | Private retirement provision | Finanzmathematik | Mathematical finance | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2024.23 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015154568