Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme
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Other versions of this item:
- Menoncin, Francesco & Vergalli, Sergio, 2019. "Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme," ETA: Economic Theory and Applications 288459, Fondazione Eni Enrico Mattei (FEEM).
References listed on IDEAS
- Marina Di Giacinto & Salvatore Federico & Fausto Gozzi, 2011. "Pension funds with a minimum guarantee: a stochastic control approach," Finance and Stochastics, Springer, vol. 15(2), pages 297-342, June.
- Vasily Astrov & Mario Holzner & Sebastian Leitner & Isilda Mara & Leon Podkaminer & Armon Rezai, 2018.
"Die Lohnentwicklung in den mittel- und osteuropäischen Mitgliedsländern der EU,"
Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft
178, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik.
- Vasily Astrov & Mario Holzner & Sebastian Leitner & Isilda Mara & Leon Podkaminer & Armon Rezai, 2018. "Die Lohnentwicklung in den mittel- und osteuropäischen Mitgliedsländern der EU," wiiw Research Reports in German language 12, The Vienna Institute for International Economic Studies, wiiw.
- Avinash K. Dixit & Robert S. Pindyck, 1994. "Investment under Uncertainty," Economics Books, Princeton University Press, edition 1, number 5474.
More about this item
Keywordsptimal Stopping Time; Retirement Choice; Labour Supply; Asset Allocation; Mortality Risk;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- D15 - Microeconomics - - Household Behavior - - - Intertemporal Household Choice; Life Cycle Models and Saving
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- J22 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Time Allocation and Labor Supply
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGE-2019-05-27 (Economics of Ageing)
- NEP-LMA-2019-05-27 (Labor Markets - Supply, Demand, & Wages)
- NEP-ORE-2019-05-27 (Operations Research)
- NEP-UPT-2019-05-27 (Utility Models & Prospect Theory)
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