David Pisinger

Technical University of Denmark - Management Engineering

Produktionstorvet 424

room 043

Kgs. Lyngby, 2800

Denmark

SCHOLARLY PAPERS

4

DOWNLOADS

497

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

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 198 (153,347)

Abstract:

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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 (214,407)

Abstract:

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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 (272,483)
Citation 1

Abstract:

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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 (332,217)

Abstract:

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