Konstantin Petrichev

University of Technology Sydney (UTS)

15 Broadway, Ultimo

  • University of Technology Sydney (UTS)

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The Private Value of Public Pensions

Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper No. 211
Number of pages: 41 Posted: 17 Mar 2008
Konstantin Petrichev and Susan Thorp
University of Technology Sydney (UTS) and The University of Sydney Business School
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Abstract:

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social security, longevity risk, phased withdrawal, stochastic present value