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Optimal Consumption and Annuity Equivalent Wealth with Mortality Model Uncertainty
to be sub-optimal. Nevertheless, modeling individual mortality is notoriously hard from a statistical ... absent. For the reader’s convenience, below is a table summarizing the notation system. 2 We ...- Authors: Zhengming Li, Yang Shen , Jian xi Su
- Date: Apr 2022
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement