Choosing the Optimal Annuitization Time Post Retirement
Year of publication: |
2008
|
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Authors: | Gerrard, Russell ; Højgaard, Bjarne ; Vigna, Elena |
Institutions: | Collegio Carlo Alberto, Università degli Studi di Torino |
Subject: | defined contribution pension scheme | de-cumulation phase | stochastic optimal control | optimal annuitization time |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 76 32 pages |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving ; J26 - Retirement; Retirement Policies ; G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
-
On the sub-optimality cost of immediate annuitization in DC pension funds
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