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Article

Optimal Longevity Risk Management in the Retirement Stage of the Life Cycle

Koray D. Simsek, Min Jeong Kim, Woo Chang Kim and John M. Mulvey
Special Issues Fall 2017, 2017 (1) 66-86; DOI: https://doi.org/10.3905/sp.2017.2017.1.066
Koray D. Simsek
is an associate professor of finance at the Crummer Graduate School of Management at Rollins College in Winter Park, FL
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Min Jeong Kim
is a deputy research fellow in the Investment Policy Division at the National Pension Research Institute in Jeonju, Republic of Korea
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Woo Chang Kim
is an associate professor in the Department of Industrial and Systems Engineering at the Korea Advanced Institute of Science and Technology (KAIST) in Daejeon, Republic of Korea
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John M. Mulvey
is a professor of operations research and financial engineering at Princeton University in Princeton, NJ
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Article Information

vol. 2017 no. 1 66-86
DOI 
https://doi.org/10.3905/sp.2017.2017.1.066

Published By 
Pageant Media Ltd
History 
  • Published online September 30, 2017.

Copyright & Usage 
© 2017 Pageant Media Ltd

Author Information

  1. Koray D. Simsek
    1. is an associate professor of finance at the Crummer Graduate School of Management at Rollins College in Winter Park, FL. (ksimsek{at}rollins.edu)
  2. Min Jeong Kim
    1. is a deputy research fellow in the Investment Policy Division at the National Pension Research Institute in Jeonju, Republic of Korea. (mjkim28{at}nps.or.kr)
  3. Woo Chang Kim
    1. is an associate professor in the Department of Industrial and Systems Engineering at the Korea Advanced Institute of Science and Technology (KAIST) in Daejeon, Republic of Korea. (wkim{at}kaist.ac.kr)
  4. John M. Mulvey
    1. is a professor of operations research and financial engineering at Princeton University in Princeton, NJ. (mulvey{at}princeton.edu)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Pension Risk Longevity Guide
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Optimal Longevity Risk Management in the Retirement Stage of the Life Cycle
Koray D. Simsek, Min Jeong Kim, Woo Chang Kim, John M. Mulvey
Special Issues Sep 2017, 2017 (1) 66-86; DOI: 10.3905/sp.2017.2017.1.066

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Optimal Longevity Risk Management in the Retirement Stage of the Life Cycle
Koray D. Simsek, Min Jeong Kim, Woo Chang Kim, John M. Mulvey
Special Issues Sep 2017, 2017 (1) 66-86; DOI: 10.3905/sp.2017.2017.1.066
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  • Strengthening Retirement Outcomes for DB Plan Participants
  • Editor’s Letter
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