Decisions in retirement

Decisions in retirement

Collaborators: Pavel Shevchenko, Xiaolin Luo, Johan Andréasson, Alex Novikov, Jin Sun

Publications

Pricing retirement income products

  • J. Sun, P.V. Shevchenko, M.C. Fung (2017). A Note on the Impact of Management Fees on the Pricing of Variable Annuity Guarantees. Preprint, http://ssrn.com/abstract=2967045
  • P.V. Shevchenko and X. Luo (2017). Valuation of Variable Annuities with Guaranteed Minimum Withdrawal Benefit under Stochastic Interest Rate. Insurance: Mathematics and Economics 76, 104-117; doi: 10.1016/j.insmatheco.2017.06.008. Preprint http://arxiv.org/abs/1602.03238

Optimal decisions in retirement

  • Andréasson, Johan G. and Shevchenko, Pavel V. (2017). Assessment of Policy Changes to Means-Tested Age Pension Using the Expected Utility Model: Implication for Decisions in Retirement. Risks 5, 47:1-47:21; doi:10.3390/risks5030047. Preprint https://ssrn.com/abstract=2875551.
  • Johan G. Andréasson, Pavel V. Shevchenko, Alex Novikov (2017). Optimal consumption, investment and housing with means-tested public pension in retirement. Insurance: Mathematics and Economics 75, 32-47. Preprint, http://arxiv.org/abs/1606.08984.

Resources

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