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researcher

K. Vetzal

3 papers hereh-index 293.6k citations74 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.CP2
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20172022
most citedOptimal performance of a tontine overlay subject to withdrawal constraints

3 citations · 3 across the 3 of their papers we have counts for

collaborators
Showing 2022 · q-fin.CPShow all

1 paper · 2 filters

q-fin.CP2022★ 3 cited

Optimal performance of a tontine overlay subject to withdrawal constraints

Peter A. Forsyth, Kenneth R. Vetzal, G. Westmacott

We consider the holder of an individual tontine retirement account, with maximum and minimum withdrawal amounts (per year) specified. The tontine account holder initiates the accou…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.