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Optimal performance of a tontine overlay subject to withdrawal constraints
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 54 / Issue 1 / January 2024
- Published online by Cambridge University Press:
- 17 November 2023, pp. 94-128
- Print publication:
- January 2024
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OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 3 / September 2021
- Published online by Cambridge University Press:
- 28 July 2021, pp. 905-938
- Print publication:
- September 2021
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QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 1 / January 2021
- Published online by Cambridge University Press:
- 22 October 2020, pp. 101-130
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- January 2021
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OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 2 / May 2020
- Published online by Cambridge University Press:
- 15 April 2020, pp. 419-447
- Print publication:
- May 2020
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