David Pisinger

Technical University of Denmark - Management Engineering

Produktionstorvet 424

room 043

Kgs. Lyngby, 2800

Denmark

SCHOLARLY PAPERS

5

DOWNLOADS

532

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Managing Shutdown Decisions in Merchant Commodity and Energy Production: A Social Commerce Perspective

Number of pages: 42 Posted: 13 Sep 2017 Last Revised: 08 May 2019
Technical University of Denmark - Management Engineering, University of Illinois at Chicago - College of Business Administration, Norwegian University of Science and Technology (NTNU), University of London - Economics, Mathematics and Statistics and Technical University of Denmark - Management Engineering
Downloads 223 (143,833)

Abstract:

Loading...

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 135 (223,365)

Abstract:

Loading...

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

3.

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
Independent, Technical University of Denmark - Management Engineering and Free University of Bolzano Bozen
Downloads 96 (285,443)
Citation 2

Abstract:

Loading...

annuities, household, stochastic programming

4.

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
Independent, Technical University of Denmark - Management Engineering and Free University of Bolzano Bozen
Downloads 69 (347,472)

Abstract:

Loading...

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

5.

The Multi-Commodity Network Flow Problem With Soft Transit Time Constraints

Number of pages: 33 Posted: 09 Mar 2020
ETH Zurich, ETH Zurich, Technical University of Denmark and Technical University of Denmark - Management Engineering
Downloads 9 (617,212)

Abstract:

Loading...

Network optimization; multi-commodity flow; column generation; commodity transit time; liner shipping application