26 citations · 73 across the 29 of their papers we have counts for
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q-fin.RM2012
A different perspective on retirement income sustainability: the blueprint for a ruin contingent life annuity (RCLA)
Huaxiong Huang, Moshe A. Milevsky, Thomas S. Salisbury
The purpose of this article is twofold. First, we motivate the need for a new type of stand-alone retirement income insurance product that would help individuals protect against pe…
q-fin.RM2012★ 4 cited
Optimal retirement consumption with a stochastic force of mortality
Huaxiong Huang, Moshe A. Milevsky, Thomas S. Salisbury
We extend the lifecycle model (LCM) of consumption over a random horizon (a.k.a. the Yaari model) to a world in which (i.) the force of mortality obeys a diffusion process as oppos…