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Insurance, Retirement, Options, Longevity, Optimization
Asset Allocation, Retirement Planning, Life Cycle, Portfolio Choice
Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques
Personal Finance, Portfolio Choice, Optimization Techniques
Annuity, Income, Retirement, Stochastic Present Value
deferred income annuities, stochastic interest rates, optimal stopping, instantaneous control, retirement, pensions
Insurance, Annuities, Finite difference method, Hamilton-Jacobi-Bellman
IRC, IDR, Liquidity Horizon, Credit Portfolio Rebalancing, Analytic VaR, Granularity Adjustment
House price, Spillover effect, Co-integration, Error Correction model, Granger causality
Dynamic Programming; Stochastic Control; HJB; Consumption; Retirement; Pension; Withdrawal Rate; Spending Rate; Portfolio Choice; Decumulation; Withdrawal Strategy; Wealth Depletion Time
Wealth Management, Retirement Planning, Insurance, Annuities, Pensions, Longevity, Aging and Demographics
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2802620.
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operational risk, advanced measurement approach, Basel II, scenario analysis, convolution
File name: SSRN-id2795550.
analytical value-at-risk, granularity adjustment, incremental risk charge, portfolio rebalancing, liquidity horizon
Private Wealth Management: Investment Vehicles and Asset Class Exposures, Influence of Risk and Taxes in Retirement Products, Risk Management, Longevity Risk
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