Optimal investment choices post-retirement in a defined contribution pension scheme

Insurance: Mathematics and Economics

Volumn 35, Issue 2 SPEC. ISS., 2004, Pages 321-342

  Gerrard, Russell ^a   Haberman, Steven ^a   Vigna, Elena ^b  

^a CITY UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF TURIN   (Italy)

Author keywords

Decumulation phase; Immediate annuitization; Income drawdown option; Stochastic optimal control

Indexed keywords

EID: 4644274435     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2004.06.002     Document Type: Article

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