Longevity Risk and Retirement Income Planning

106 Pages Posted: 19 Jan 2016

Date Written: December 18, 2015


The past 50 years have seen an abundance of research on retirement planning and longevity risk. Reviewed here is the academic side of the research and its varied viewpoints and nuances. The evolution of retirement risk models, retirement portfolio problems and solutions, and annuities are some of the many topics covered.

Keywords: longevity risk, retirement, cfa institute, research foundation, actuaries, life-cycle, annuities, cfa, benchmarks, shortfall, CRRA, HARA, SPIA, ERISA

JEL Classification: E20

Suggested Citation

Collins, Patrick J. and Lam, Huy and Stampfli, Josh, Longevity Risk and Retirement Income Planning (December 18, 2015). CFA Institute Research Foundation 2015-LR1, Available at SSRN: https://ssrn.com/abstract=2717415

Patrick J. Collins (Contact Author)

Schultz Collins, Inc. ( email )

1407 Malvern Ave.
Towson, MD 21204
United States

Huy Lam

Schultz Collins ( email )

25 Orinda Way
Suite 250
Orinda, CA 94563
United States
415-354-3704 (Phone)
415-291-3015 (Fax)

HOME PAGE: http://www.schultzcollins.com

Josh Stampfli

Independent ( email )

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