Nottingham University Business School
Jubilee Campus
Nottingham
United Kingdom
Market Maker, Regime Switching, Inventory Management, Intraday Trade, Market Micro-Structure
Long-Run Income Risk, Cointegration, Investment, Retirement
Captive insurance, catastrophe insurance, catastrophe modelling, community mapping, disaster planning, economic capital, flooding, insurance, loss distribution, loss simulation, disasters, spatial data infrastructures, risk transfer instruments, transaction costs
Employment growth premium; Liquidity risk; Labor hiring
optimal consumption, optimal portfolio, entrepreneurial business, idiosyncratic risk, risky business
optimal consumption, wealth, marginal propensity to consume, negative wealth constraint
optimal annuitization, early retirement, martingale method, variational inequality
income disaster, permanent income hypothesis, asset pricing, marginal propensities to consume
optimal annuitization, large, negative economic shock, incomplete market
liquidity constriants, annuitization, investment, consumption
Income Risk, Incomplete Market, Life-Cycle Model, Optimal Consumption and Investment
Uncertainty, Decision Model, Anomalies, General Equilibrium
Dynamic Annuitization, Consumption, Saving, Investment, Annuity Income Uncertainty
discount rate, regime switching, equilibrium
consumption, investment, permanent income hypothesis (PIH), retirement, borrowing constraints
annuitization, existence, uniqueness, variational inequality
optimal investment, time-varying transition probabilities, regime switching, cash flows, option
Optimal portfolio; Dynamic and asymmetric correlation, Systematic risk
optimal annuitization, critical wealth level, option, leisure
ambiguity aversion, optimal portfolio, value at risk, expected shortfall, fund management
optimal retirement, forced unemployment risk, borrowing constraints, dynamic programming
optimal investment, ambiguity aversion, transaction costs, ambiguity premium
unemployment risk, optimal retirement, optimal investment, portfolio theory, dynamic programming, convex duality
unemployment risk, involuntary retirement, optimal retirement, moderate equity holdings, retirement consumption puzzle
optimal consumption, optimal investment, insurer default risk, annuity demand