Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Vanya Horneff; Raimond Maurer; Olivia S. Mitchell; Ralph Rogalla
| Year of publication: |
2015
|
|---|---|
| Authors: | Horneff, Vanya ; Maurer, Raimond ; Mitchell, Olivia S. ; Rogalla, Ralph |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 63.2015, p. 91-107
|
| Subject: | Dynamic portfolio choice | Longevity risk | Variable annuity | Money-back guarantee | Liquidity | Retirement income | Portfolio-Management | Portfolio selection | Theorie | Theory | Anlageverhalten | Behavioural finance | Altersvorsorge | Retirement provision | Leibrente | Life annuity | Sterblichkeit | Mortality | Private Altersvorsorge | Private retirement provision | Lebenszyklus | Life cycle | Konsumentenverhalten | Consumer behaviour | Lebensversicherung | Life insurance | Lebenseinkommen | Lifetime income |
| 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/10011349847