Chen, An; Qian, Linyi; Yang, Zhixin Tontines with mixed cohorts. (English) Zbl 1470.91220 Scand. Actuar. J. 2021, No. 5, 437-455 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{A. Chen} et al., Scand. Actuar. J. 2021, No. 5, 437--455 (2021; Zbl 1470.91220) Full Text: DOI
Peng, Ling; Kloeden, Peter E. Time-consistent portfolio optimization. (English) Zbl 1487.91127 Eur. J. Oper. Res. 288, No. 1, 183-193 (2021). MSC: 91G10 49L20 PDFBibTeX XMLCite \textit{L. Peng} and \textit{P. E. Kloeden}, Eur. J. Oper. Res. 288, No. 1, 183--193 (2021; Zbl 1487.91127) Full Text: DOI
Wu, Huiling; Wang, Xiuguo; Liu, Yuanyuan; Zeng, Li Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan. (English) Zbl 1476.91160 J. Ind. Manag. Optim. 16, No. 6, 2857-2890 (2020). MSC: 91G10 91G80 90C90 PDFBibTeX XMLCite \textit{H. Wu} et al., J. Ind. Manag. Optim. 16, No. 6, 2857--2890 (2020; Zbl 1476.91160) Full Text: DOI
Lin, Chuangwei; Zeng, Li; Wu, Huiling Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase. (English) Zbl 1415.91267 J. Ind. Manag. Optim. 15, No. 1, 401-427 (2019). MSC: 91G10 91G80 90C90 PDFBibTeX XMLCite \textit{C. Lin} et al., J. Ind. Manag. Optim. 15, No. 1, 401--427 (2019; Zbl 1415.91267) Full Text: DOI
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; Vigna, Elena Income drawdown option with minimum guarantee. (English) Zbl 1304.91187 Eur. J. Oper. Res. 234, No. 3, 610-624 (2014). MSC: 91G10 93E20 91B30 PDFBibTeX XMLCite \textit{M. Di Giacinto} et al., Eur. J. Oper. Res. 234, No. 3, 610--624 (2014; Zbl 1304.91187) Full Text: DOI Link
Gao, Jin; Ulm, Eric R. Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits. (English) Zbl 1285.91056 Insur. Math. Econ. 51, No. 3, 586-598 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Gao} and \textit{E. R. Ulm}, Insur. Math. Econ. 51, No. 3, 586--598 (2012; Zbl 1285.91056) Full Text: DOI
Gerrard, Russell; Højgaard, Bjarne; Vigna, Elena Choosing the optimal annuitization time post-retirement. (English) Zbl 1279.91094 Quant. Finance 12, No. 7, 1143-1159 (2012). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{R. Gerrard} et al., Quant. Finance 12, No. 7, 1143--1159 (2012; Zbl 1279.91094) Full Text: DOI Link
Horneff, Wolfram J.; Maurer, Raimond H.; Mitchell, Olivia S.; Dus, Ivica Following the rules: integrating asset allocation and annuitization in retirement portfolios. (English) Zbl 1141.91448 Insur. Math. Econ. 42, No. 1, 396-408 (2008). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{W. J. Horneff} et al., Insur. Math. Econ. 42, No. 1, 396--408 (2008; Zbl 1141.91448) Full Text: DOI
Menoncin, Francesco The role of longevity bonds in optimal portfolios. (English) Zbl 1141.91537 Insur. Math. Econ. 42, No. 1, 343-358 (2008). MSC: 91B30 91B28 90C39 PDFBibTeX XMLCite \textit{F. Menoncin}, Insur. Math. Econ. 42, No. 1, 343--358 (2008; Zbl 1141.91537) Full Text: DOI
Stamos, Michael Z. Optimal consumption and portfolio choice for pooled annuity funds. (English) Zbl 1140.91411 Insur. Math. Econ. 43, No. 1, 56-68 (2008). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{M. Z. Stamos}, Insur. Math. Econ. 43, No. 1, 56--68 (2008; Zbl 1140.91411) Full Text: DOI
Goda, Gopi Shah; Ramsay, Colin M. Determining the optimum guarantee period for a one-life retirement annuity. (English) Zbl 1480.91209 N. Am. Actuar. J. 11, No. 3, 100-112 (2007). MSC: 91G05 PDFBibTeX XMLCite \textit{G. S. Goda} and \textit{C. M. Ramsay}, N. Am. Actuar. J. 11, No. 3, 100--112 (2007; Zbl 1480.91209) Full Text: DOI
Battocchio, Paolo; Menoncin, Francesco; Scaillet, Olivier Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases. (English) Zbl 1132.91456 Ann. Oper. Res. 152, 141-165 (2007). MSC: 91G10 91B30 62P05 91B70 93E20 PDFBibTeX XMLCite \textit{P. Battocchio} et al., Ann. Oper. Res. 152, 141--165 (2007; Zbl 1132.91456) Full Text: DOI Link
Balls, Kim Immediate annuity pricing in the presence of unobserved heterogeneity. (English) Zbl 1480.91182 N. Am. Actuar. J. 10, No. 4, 103-116 (2006). MSC: 91G05 PDFBibTeX XMLCite \textit{K. Balls}, N. Am. Actuar. J. 10, No. 4, 103--116 (2006; Zbl 1480.91182) Full Text: DOI
Gerrard, Russell; Haberman, Steven; Vigna, Elena The management of decumulation risks in a defined contribution pension plan. (English) Zbl 1479.91325 N. Am. Actuar. J. 10, No. 1, 84-110 (2006). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{R. Gerrard} et al., N. Am. Actuar. J. 10, No. 1, 84--110 (2006; Zbl 1479.91325) Full Text: DOI Link
Milevsky, Moshe A. Real longevity insurance with a deductible: introduction to advanced-life delayed annuities (ALDA). (English) Zbl 1215.91036 N. Am. Actuar. J. 9, No. 4, 109-122 (2005). MSC: 91B30 91G70 PDFBibTeX XMLCite \textit{M. A. Milevsky}, N. Am. Actuar. J. 9, No. 4, 109--122 (2005; Zbl 1215.91036) Full Text: DOI
Promislow, S. David; Young, Virginia R. Minimizing the probability of ruin when claims follow Brownian motion with drift. (English) Zbl 1141.91543 N. Am. Actuar. J. 9, No. 3, 109-128 (2005). MSC: 91B30 60H10 60H30 91B28 PDFBibTeX XMLCite \textit{S. D. Promislow} and \textit{V. R. Young}, N. Am. Actuar. J. 9, No. 3, 109--128 (2005; Zbl 1141.91543) Full Text: DOI