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  • Search: subject:"decumulation phase"
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Year of publication
Subject
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decumulation phase 3 Hamilton-Jacobi-Bellman equation 2 constrained portfolio 2 dynamic programming 2 pension fund 2 stochastic optimal control 2 Defined contribution pension scheme 1 cost of sub-optimality 1 optimal annuitization time 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Language
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English 2 Undetermined 1
Author
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Giacinto, Marina Di 3 Vigna, Elena 3 Federico, Salvatore 2 Gozzi, Fausto 2
Institution
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Collegio Carlo Alberto, Università degli Studi di Torino 3
Published in...
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Carlo Alberto Notebooks 3
Source
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RePEc 3
Showing 1 - 3 of 3
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Income drawdown option with minimum guarantee
Giacinto, Marina Di; Federico, Salvatore; Gozzi, Fausto; … - Collegio Carlo Alberto, Università degli Studi di Torino - 2012
ends the paper and shows the extent of applicability of the model to a DC pension fund in the decumulation phase. …
Persistent link: https://www.econbiz.de/10010615365
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Cover Image
On the sub-optimality cost of immediate annuitization in DC pension funds
Giacinto, Marina Di; Vigna, Elena - Collegio Carlo Alberto, Università degli Studi di Torino - 2010
We consider the position of a member of a defined contribution (DC) pension scheme having the possibility of taking programmed withdrawals at retirement. According to this option, she can defer annuitization of her fund to a propitious future time, that can be found to be optimal according to...
Persistent link: https://www.econbiz.de/10008835037
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Cover Image
Constrained portfolio choices in the decumulation phase of a pension plan
Giacinto, Marina Di; Federico, Salvatore; Gozzi, Fausto; … - Collegio Carlo Alberto, Università degli Studi di Torino - 2010
are available - ends the paper and shows the extent of applicability of the model to a DC pension fund in the decumulation … phase. …
Persistent link: https://www.econbiz.de/10008682808
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