Optimal investment for a retirement plan with deferred annuities
Iqbal Owadally, Chul Jang, Andrew Clare
| Year of publication: |
2021
|
|---|---|
| Authors: | Owadally, Iqbal ; Jang, Chul ; Clare, Andrew D. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 98.2021, p. 51-62
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| Subject: | Deferred annuities | Glide path | Nelson-Siegel model | Retirement planning | Stochastic programming | Vector autoregressive | Altersvorsorge | Retirement provision | Theorie | Theory | Stochastischer Prozess | Stochastic process | Private Altersvorsorge | Private retirement provision | Betriebliche Altersversorgung | Occupational pension plan | Altersgrenze | Retirement | Finanzmathematik | Mathematical finance | Pensionskasse | Pension fund | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545262