Announcement: SOA congratulates the new ASAs and CERAs for May 2024.

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  • Retirement Needs Framework, Chapter 9: Is Your Standard of Living Sustainable during Retirement? Ruin Probabilities, Asian Options, and Life Annuities
    hit zero while 2A richer model would allow for dynamic portfolio strategies in which the investor can ... time. Indeed, a full theory of continuous time dynamic programming has been applied to investment-consumption ...

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    • Authors: Moshe Arye Milevsky, Christopher Robinson
    • Date: Jan 2000
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods; Pensions & Retirement>Retirement risks