Optimal Annuitization with Early Retirement: A Mathematical Theory

Author:

Jeon Junkee,Park Seyoung

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference25 articles.

1. Unemployment Risks and Optimal Retirement in an Incomplete Market;A Bensoussan;Operations Research,2016

2. Annuities and Individual Welfare;T Davidoff;American Economic Review,2005

3. Lifetime consumption and investment: Retirement and constrained borrowing;P Dybvig;Journal of Economic Theory,2010

4. Saving and Investing for Early Retirement: A Theoretical Analysis;E Farhi;Journal of Financial Economics,2007

5. Parabolic variational inequalities in one space dimension and smoothness of the free boundary;W Fleming;Journal of Functional Analysis,1975

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