Optimal consumption and portfolio choice of retirees with longevity risk
Alexander Kremer; Friedrich Liese; Susanne Homoelle; Johann Clausen
| Year of publication: |
2014
|
|---|---|
| Authors: | Kremer, Alexander ; Liese, Friedrich ; Homölle, Susanne ; Clausen, Johann |
| Published in: |
Journal of pension economics and finance. - Cambridge : Cambridge Univ. Press, ISSN 1474-7472, ZDB-ID 2073265-X. - Vol. 13.2014, 3, p. 227-249
|
| Subject: | retirement period | mortality | life time distribution | asset allocation | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Altersgrenze | Retirement | Altersvorsorge | Retirement provision | Lebenszyklus | Life cycle | Risiko | Risk | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010509295