Personalised drawdown strategies and partial annuitisation to mitigate longevity risk
Wen Chen, Aaron Minney, Peter Toscas, Bonsoo Koo, Zili Zhu, Athanasios A. Pantelous
| Year of publication: |
2021
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|---|---|
| Authors: | Chen, Wen ; Minney, Aaron ; Toscas, Peter ; Koo, Bonsoo ; Zhu, Zili ; Pantelous, Athanasios A. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-10
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| Subject: | Annuitisation | Drawdown strategy | Economic scenario generator | Longevity risk | Retirement income | Superannuation | Sterblichkeit | Mortality | Altersvorsorge | Retirement provision | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risikomodell | Risk model | Australien | Australia | Risiko | Risk | Altersgrenze | Retirement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101644 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012805467