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The Australian Government uses the means-test as a way of managing the pension budget. Changes in Age Pension policy impose difficulties in retirement modelling due to policy risk, but any major changes tend to be `grandfathered' meaning…

General Finance · Quantitative Finance 2016-11-28 Johan G. Andreasson , Pavel V. Shevchenko

Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…

Statistical Finance · Quantitative Finance 2010-09-02 Anand Banerjee , Victor M. Yakovenko

Can cost-reducing technical change lead to a fall in the long run rate of profit if class struggle manages to keep the rate of exploitation constant? In a general circulating capital model, we derive sufficient conditions for cost-reducing…

Theoretical Economics · Economics 2022-05-31 Deepankar Basu , Oscar Orellana

We consider the classical optimal dividends problem under the Cram\'er-Lundberg model with exponential claim sizes subject to a constraint on the time of ruin. We introduce the dual problem and show that the complementary slackness…

Optimization and Control · Mathematics 2015-12-08 Camilo Hernandez , Mauricio Junca

In many countries life expectancy gains have been substantially higher than predicted by even recent forecasts. This is primarily due to increasing rates of improvement in old-age mortality not captured by existing models. In this paper we…

Methodology · Statistics 2021-09-07 Søren Fiig Jarner

In the stochastic knapsack problem, we are given a knapsack of size B, and a set of jobs whose sizes and rewards are drawn from a known probability distribution. However, we know the actual size and reward only when the job completes. How…

Data Structures and Algorithms · Computer Science 2011-02-21 Anupam Gupta , Ravishankar Krishnaswamy , Marco Molinaro , R. Ravi

After the COVID-19 pandemic, we saw an increase in demand for epidemiological mathematical models. The goal of this work is to study the optimal control for an age-structured model as a strategy of quarantine of infected people, which is…

Optimization and Control · Mathematics 2024-11-04 Nelson L. Santos Junior , João A. M. Gondim

We employ stochastic dynamic microsimulations to analyse and forecast the pension cost dependency ratio for England and Wales from 1991 to 2061, evaluating the impact of the ongoing state pension reforms and changes in international…

Econometrics · Economics 2019-09-26 Agnieszka Werpachowska

This paper studies the utility maximization on the terminal wealth with random endowments and proportional transaction costs. To deal with unbounded random payoffs from some illiquid claims, we propose to work with the acceptable portfolios…

Mathematical Finance · Quantitative Finance 2018-08-27 Erhan Bayraktar , Xiang Yu

We use a discrete-time proportional hazards model of time to involuntary employment termination. This model enables us to examine both the continuous effect of the age of an employee and whether that effect has varied over time,…

Applications · Statistics 2010-11-15 George Woodworth , Joseph Kadane

This paper studies a Value-at-Risk (VaR)-regulated optimal portfolio problem of the equity holders of a participating life insurance contract. In a setting with unhedgeable mortality risk and complete financial market, the optimal solution…

Mathematical Finance · Quantitative Finance 2020-11-17 Thai Nguyen , Mitja Stadje

We show that, in a resource allocation problem, the ex ante aggregate utility of players with cumulative-prospect-theoretic preferences can be increased over deterministic allocations by implementing lotteries. We formulate an optimization…

Theoretical Economics · Economics 2020-12-07 Soham R. Phade , Venkat Anantharam

We propose a tractable dynamic framework for the joint determination of optimal consumption, portfolio choice, and healthcare irreversible investment. Our model is based on a Merton's portfolio and consumption problem, where, in addition,…

Optimization and Control · Mathematics 2023-12-25 Giorgio Ferrari , Shihao Zhu

We develop a regression based primal-dual martingale approach for solving finite time horizon MDPs with general state and action space. As a result, our method allows for the construction of tight upper and lower biased approximations of…

Numerical Analysis · Mathematics 2022-10-05 Denis Belomestny , John Schoenmakers

We study the Merton problem of optimal consumption-investment for the case of two investors sharing a final wealth. The typical example would be a husband and wife sharing a portfolio looking to optimize the expected utility of consumption…

Portfolio Management · Quantitative Finance 2019-01-03 Adrien Nguyen Huu , Oumar Mbodji , A Nguyen-Huu , Traian A. Pirvu

We consider the problem of optimal investment with random endowment in a Black--Scholes market for an agent with constant relative risk aversion. Using duality arguments, we derive an explicit expression for the optimal trading strategy,…

Portfolio Management · Quantitative Finance 2025-06-26 Michael Donisch , Christoph Knochenhauer

Using CPS data for 1976 to 2022 we explore how wage inequality has evolved for married couples with both spouses working full time full year, and its impact on household income inequality. We also investigate how marriage sorting patterns…

Econometrics · Economics 2023-10-13 Iván Fernández-Val , Aico van Vuuren , Francis Vella

We use a controlled laboratory experiment to study the causal impact of income decreases within a time period on redistribution decisions at the end of that period, in an environment where we keep fixed the sum of incomes over the period.…

General Economics · Economics 2021-07-08 Nickolas Gagnon , Riccardo D. Saulle , Henrik W. Zaunbrecher

We study Pareto-optimal risk sharing in economies with heterogeneous attitudes toward risk, where agents' preferences are modeled by distortion risk measures. Building on comonotonic and counter-monotonic improvement results, we show that…

Theoretical Economics · Economics 2025-10-22 Mario Ghossoub , Qinghua Ren , Ruodu Wang

In this note, we explicitly solve the problem of maximizing utility of consumption (until the minimum of bankruptcy and the time of death) with a constraint on the probability of lifetime ruin, which can be interpreted as a risk measure on…

Portfolio Management · Quantitative Finance 2012-06-28 Erhan Bayraktar , Virginia R. Young