The Market Value of Optimal Annuitization and Bequest Motives
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-64273-9_12
Reference10 articles.
1. Borodin, A.N., Salminen, P.: Handbook of Brownian Motion-Facts and Formulae. Birkhäuser (2002)
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3. De Angelis, T., Stabile, G.: On the free boundary of an annuity purchase. Fin. Stoch. 23, 97–137 (2019)
4. Gerrard, R., Højgaard, B., Vigna, E.: Choosing the optimal annuitization time post-retirement. Quant. Finance 12(7), 1143–1159 (2012)
5. Hainaut, D., Deelstra, G.: Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality. J. Econ. Dyn. Control 44, 124–146 (2014)
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