Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation. (English) Zbl 1476.65280 ASTIN Bull. 51, No. 3, 905-938 (2021). MSC: 65N06 65N12 35Q93 91G05 PDF BibTeX XML Cite \textit{P. A. Forsyth} et al., ASTIN Bull. 51, No. 3, 905--938 (2021; Zbl 1476.65280) Full Text: DOI arXiv OpenURL
Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham Optimal asset allocation for DC pension decumulation with a variable spending rule. (English) Zbl 1447.91138 ASTIN Bull. 50, No. 2, 419-447 (2020). MSC: 91G05 93E20 35R09 PDF BibTeX XML Cite \textit{P. A. Forsyth} et al., ASTIN Bull. 50, No. 2, 419--447 (2020; Zbl 1447.91138) Full Text: DOI OpenURL