Demystifying Puzzles in Retirement Planning

揭开退休计划中的谜团

• 批准号: DE200101266
• 负责人: A/Prof Yang Shen
• 金额: $ 29.49万
• 依托单位: The University of New South Wales
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Early Career Researcher Award
• 财政年份: 2020
• 资助国家: 澳大利亚
• 起止时间: 2020-03-01 至 2024-02-28
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DE200101266
• 关键词: Demystifying; Puzzles; Retirement; Planning

This project aims to investigate optimal retirement planning with stochastic and ambiguous mortality/longevity risks not previously considered in a unifying framework. By using an innovative approach utilising techniques from actuarial science, financial mathematics and stochastic control, this project expects to generate new knowledge in the area of personal longevity risk management. Expected outcome of the project include new insights to several puzzling questions in retirement studies. This should provide significant benefits to retirement education for retirees facing the risk of outliving retirement savings, thereby mitigating the pressing challenge caused by population ageing and longevity risk to pension systems in many countries.

该项目旨在研究最优的退休计划与随机和模糊的死亡率/寿命风险，以前没有考虑在一个统一的框架。通过使用一种创新的方法，利用精算学，金融数学和随机控制的技术，该项目预计将在个人长寿风险管理领域产生新的知识。该项目的预期成果包括对退休研究中几个令人困惑的问题的新见解。这将为面临退休储蓄不足风险的退休人员的退休教育带来巨大好处，从而减轻人口老龄化和长寿风险对许多国家养恤金制度造成的紧迫挑战。