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The aim of this paper is to compare two asset allocation methods for a pension scheme during the decumulation phase in the simplified portfolio selection between a risky asset following a geometric Brownian motion and a riskless asset. The…

Portfolio Management · Quantitative Finance 2010-01-13 Frédéric Planchet , Pierre-Emanuel Thérond

We find the optimal investment strategy for an individual who seeks to minimize one of four objectives: (1) the probability that his wealth reaches a specified ruin level {\it before} death, (2) the probability that his wealth reaches that…

Optimization and Control · Mathematics 2008-12-10 Erhan Bayraktar

We determine the optimal amount of life insurance for a household of two wage earners. We consider the simple case of exponential utility, thereby removing wealth as a factor in buying life insurance, while retaining the relationship among…

Portfolio Management · Quantitative Finance 2013-06-28 Erhan Bayraktar , Virginia R. Young

Pension schemes all over the world are under increasing pressure to efficiently hedge the longevity risk posed by ageing populations. In this work, we study an optimal investment problem for a defined contribution pension scheme which…

Risk Management · Quantitative Finance 2020-05-22 Ankush Agarwal , Christian-Oliver Ewald , Yongjie Wang

This paper offers a financial economic perspective on the optimal time (and age) at which the owner of a Variable Annuity (VA) policy with a Guaranteed Living Withdrawal Benefit (GLWB) rider should initiate guaranteed lifetime income…

Portfolio Management · Quantitative Finance 2018-11-27 H. Huang , M. A. Milevsky , T. S. Salisbury

We introduce a new pension product that offers retirees the opportunity for a lifelong income and a bequest for their estate. Based on a tontine mechanism, the product divides pension savings between a tontine account and a bequest account.…

Portfolio Management · Quantitative Finance 2019-11-25 Thomas Bernhardt , Catherine Donnelly

The paper studies pricing of insurance products focusing on the pricing of annuities under uncertainty. This pricing problem is crucial for financial decision making and was studied intensively, however, many open questions still remain. In…

General Economics · Economics 2022-07-20 Nikolai Dokuchaev

We consider optimal consumption and portfolio choice in the presence of Knightian uncertainty in continuous-time. We embed the problem into the new framework of stochastic calculus for such settings, dealing in particular with the issue of…

Portfolio Management · Quantitative Finance 2014-01-09 Qian Lin , Frank Riedel

We assume that an individual invests in a financial market with one riskless and one risky asset, with the latter's price following a diffusion with stochastic volatility. In the current financial market especially, it is important to…

Portfolio Management · Quantitative Finance 2011-05-06 Erhan Bayraktar , Xueying Hu , Virginia R. Young

We consider the holder of an individual tontine retirement account, with maximum and minimum withdrawal amounts (per year) specified. The tontine account holder initiates the account at age 65, and earns mortality credits while alive, but…

Computational Finance · Quantitative Finance 2022-11-22 Peter A. Forsyth , Kenneth R. Vetzal , G. Westmacott

We study an optimal control problem encompassing investment, consumption, and retirement decisions under exponential (CARA-type) utility. The financial market comprises a bond with constant drift and a stock following geometric Brownian…

Optimization and Control · Mathematics 2024-12-05 Tae Ung Gang , Yong Hyun Shin

We determine the optimal investment strategy of an individual who targets a given rate of consumption and who seeks to minimize the probability of going bankrupt before she dies, also known as {\it lifetime ruin}. We impose two types of…

Optimization and Control · Mathematics 2008-12-02 Erhan Bayraktar , Virginia R. Young

This paper studies a life-cycle optimal portfolio-consumption problem when the consumption performance is measured by a shortfall aversion preference with an additional drawdown constraint on consumption rate. Meanwhile, the agent also…

Optimization and Control · Mathematics 2022-10-21 Xun Li , Xiang Yu , Qinyi Zhang

We investigate insurance purchases when bequest motives are age-varying and life insurance and life annuities both carry loads. The existing life cycle literature assumes bequests are normal goods without being either necessities or…

General Economics · Economics 2023-10-11 Aleksandar Arandjelović , Geoffrey Kingston , Pavel V. Shevchenko

In this paper, we study the problem of expected utility maximization of an agent who, in addition to an initial capital, receives random endowments at maturity. Contrary to previous studies, we treat as the variables of the optimization…

Probability · Mathematics 2008-12-10 Julien Hugonnier , Dmitry Kramkov

We quantify the benefit of collectivised investment funds, in which the assets of members who die are shared among the survivors. For our model, with realistic parameter choices, an annuity or individual fund requires approximately 20\%…

Portfolio Management · Quantitative Finance 2020-04-08 John Armstrong , Cristin Buescu

This paper assesses the hedge effectiveness of an index-based longevity swap and a longevity cap. Although swaps are a natural instrument for hedging longevity risk, derivatives with non-linear pay-offs, such as longevity caps, also provide…

Computational Finance · Quantitative Finance 2015-08-04 Man Chung Fung , Katja Ignatieva , Michael Sherris

We determine how an individual can use life insurance to meet a bequest goal. We assume that the individual's consumption is met by an income, such as a pension, life annuity, or Social Security. Then, we consider the wealth that the…

Portfolio Management · Quantitative Finance 2014-07-25 Erhan Bayraktar , David Promislow , Virginia Young

The optimal age that a retiree claims social security retirement benefits is in general a complicated function of many factors. However, if the beneficiary's finances and health are not the constraining factors, it is possible to formally…

General Economics · Economics 2023-01-11 A. Y. Aydemir

Who {\em values} life annuities more? Is it the healthy retiree who expects to live long and might become a centenarian, or is the unhealthy retiree with a short life expectancy more likely to appreciate the pooling of longevity risk? What…

Risk Management · Quantitative Finance 2018-11-29 Moshe A. Milevsky