Finance Books & Articles
Books
Retirement Income Recipes in R: From Ruin Probabilities to Intelligent Drawdown
Lifetime Financial Advice: Human Capital, Asset Allocation, and Life Insurance
The Calculus of Retirement Income: Financial Models for Pension Annuities and Life Insurance
Pensionize™ Your Nest Egg: How to Use Product Allocation to Create a Guaranteed Income for Life
Are You a Stock or a Bond? Create Your Own Pension for a Secure Financial Future
Your Money Milestones: A Guide to Making the 9 Most Important Financial Decisions of Your Life
Longevity Insurance for a Biological Age: Why Your Retirement Plan Shouldn’t Be Based on the Number of Times You Circled the Sun
Articles
Egalitarian Pooling and Sharing of Longevity Risk: Many Ways to Skin a Tontine Cat
Calibrating Gompertz in Reverse: What is your longevity-risk-adjusted global age?
Swimming with Wealthy Sharks: Longevity, Volatility and the Value of Risk Pooling
Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting
Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating
Longevity Risk and Retirement Income Tax Efficiency: A Location Spending Rate Puzzle
The Sluggish And Asymmetric Reaction Of Life Annuity Prices To Changes In Interest Rates
Optimal Initiation of a GLWB in a Variable Annuity: No Arbitrage Approach
Can Collars Reduce Retirement Sequencing Risk? Analysis of Portfolio Longevity Extension Overlays (LEO)
Lifetime Ruin Minimization: Should Retirees Hedge Inflation or Just Worry About It?
Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates
Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities
Asset Allocation and Annuity Purchase Strategies to Minimize the Probability of Financial Ruin
Cleaning a Passive Index: How to Use Portfolio Optimization to Satisfy CSR Constraints
Waiting for Returns: Using Space–time Duality to Calibrate Financial Diffusions
Advanced Life Delayed Annuities: Introduction to Real Longevity Insurance with Deductibles
Probabilistic Investing: Or How to Win the Globe and Mail’s Stock Picking Contest
The Impact of Personal Income Taxes on Returns and Rankings of Canadian Equity Mutual Funds
Variable Annuities Versus Mutual Funds: A Monte-Carlo Analysis of the Options
The Titanic Option: Valuation of Guaranteed Minimum Death Benefits in Variable Annuities and Mutual Funds
Hedging and Pricing with Tax Law Uncertainty: Managing Under an Arkansas Best Doctrine
Optimal Asset Allocation Towards the End of the Life Cycle: To Annuitize or Not to Annuitize?
A Theoretical Investigation of Randomized Asset Allocation Strategies
