Optimal Consumption and Portfolio Selection for Retirees Under Inflation and Pension Default Risk

Author:

Lin Zhenmei,Lai Chong

Publisher

Elsevier BV

Reference30 articles.

1. Optimal consumption, investment and housing with means-tested public pension in retirement;J G Andr�asson;Insurance: Mathematics and Economics,2017

2. Optimal investment in credit derivatives portfolio under contagion risk;L Bo;Mathematical Finance,2016

3. Dynamic asset allocation under inflation;M J Brennan;The Journal of Finance,2002

4. Early default risk and surrender risk: Impacts on participating life insurance policies;C Cheng;Insurance: Mathematics and Economics,2018

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