Agnieszka K. Konicz Bell

Independent

No Address Available

SCHOLARLY PAPERS

7

DOWNLOADS

699

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

Performance Measurement of Empirical and Theoretical Pension Investment Strategies

University of Copenhagen, August 2010, Masters Thesis
Number of pages: 115 Posted: 24 Aug 2010 Last Revised: 19 May 2014
Agnieszka K. Konicz Bell
Independent
Downloads 160 (185,181)
Citation 5

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Unit-Linked Products, With-Profit Products, Power Utility Optimization, Mean-Variance Optimization, Market Valuation, Stochastic Optimal Control, Performance Measurement Methodoloogy

2.

A Combined Stochastic Programming and Optimal Control Approach to Personal Finance and Pensions

2015, OR Spectrum: 37(3):583-616
Number of pages: 37 Posted: 06 May 2014 Last Revised: 26 Jun 2015
Independent, Technical University of Denmark - Management Engineering, Technical University of Denmark and University of Copenhagen
Downloads 134 (214,196)

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dynamic programming, multi-period stochastic programming, power utility, personal finance, retirement

3.

Optimization-Based Guidelines to Retirement Planning and Pension Product Design

Ph.D. thesis, DTU Management Engineering
Number of pages: 218 Posted: 26 Feb 2015 Last Revised: 01 Mar 2015
Agnieszka K. Konicz Bell
Independent
Downloads 115 (240,429)

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Annuity, Retirement, Utility, Multi-stage stochastic programming, Stochastic optimal control

4.

Optimal Retirement Planning with a Focus on Single and Joint Life Annuities

Quantitative Finance, 16:2, 275-295, 2016
Number of pages: 31 Posted: 19 Apr 2014 Last Revised: 04 Feb 2016
Agnieszka K. Konicz Bell, David Pisinger and Alex Weissensteiner
Independent, Technical University of Denmark - Management Engineering and Free University of Bolzano Bozen
Downloads 96 (272,216)
Citation 1

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annuities, household, stochastic programming

5.

Optimal Annuity Portfolio Under Inflation Risk

2015, Computational Management Science: 12(3):461-488
Number of pages: 22 Posted: 06 Sep 2014 Last Revised: 29 Dec 2018
Agnieszka K. Konicz Bell, David Pisinger and Alex Weissensteiner
Independent, Technical University of Denmark - Management Engineering and Free University of Bolzano Bozen
Downloads 69 (331,891)

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Inflation-linked annuity, Retirement planning, CRRA utility, Loss disutility, Multi-stage stochastic programming

6.

On Improving Pension Product Design

Proceedings of 30th International Congress of Actuaries, 30 March - 4 April 2014, Washington, DC
Number of pages: 28 Posted: 06 May 2014
Agnieszka K. Konicz Bell and John M. Mulvey
Independent and Princeton University - Bendheim Center for Finance
Downloads 64 (345,329)

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defined contribution pension plan, multi-stage stochastic programming, stochastic optimal control, CRRA utility, product development

7.

Do Not Pay for Your Interest Guarantee! The Law of the Triple Blow

Guillén, Montserrat, Agnieszka Karolina Konicz, Jens Perch Nielsen, and Ana M. Perez-Marın. 2013. “Do Not Pay For a Danish Interest Guarantee. The Law of the Triple Blow”. Annals of Actuarial Science 7 (2): 192-209. doi:10.1017/S1748499512000176.
Number of pages: 13 Posted: 20 Dec 2010 Last Revised: 19 Apr 2014
affiliation not provided to SSRN, Independent, City University London - Cass Business School and University of Barcelona
Downloads 61 (353,800)

Abstract:

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Retirement Wealth, Pension Industry, Pension Performance Measurement, Saving Schemes