Optimal savings management for individuals with defined contribution pension plans AK Konicz, JM Mulvey European Journal of Operational Research 243 (1), 233-247, 2015 | 40 | 2015 |
A combined stochastic programming and optimal control approach to personal finance and pensions AK Konicz, D Pisinger, KM Rasmussen, M Steffensen OR Spectrum 37 (3), 583-616, 2014 | 36 | 2014 |
Applying a Stochastic Financial Planning System to an Individual: Immediate or Deferred Life Annuities? AK Konicz, JM Mulvey The Journal of Retirement 1 (2), 46-60, 2013 | 23 | 2013 |
Do not pay for a Danish interest guarantee. The law of the triple blow M Guillén, AK Konicz, JP Nielsen, AM Perez-Marin Annals of Actuarial Science 7 (2), 192-209, 2012 | 21 | 2012 |
Optimal retirement planning with a focus on single and joint life annuities AK Konicz, D Pisinger, A Weissensteiner Quantitative Finance 16 (2), 275-295, 2016 | 14* | 2016 |
Optimal annuity portfolio under inflation risk AK Konicz, D Pisinger, A Weissensteiner Computational Management Science 12, 461-488, 2015 | 9 | 2015 |
Performance measurement of empirical and theoretical pension investment strategies AK Konicz Available at SSRN, 2010 | 6* | 2010 |
On improving pension product design AK Konicz, JM Mulvey International Congress of Actuaries, Washington, DC, 2014 | 2 | 2014 |
A hybrid model for optimal decisions within personal finance and retirement AK Konicz Recent Research Results in Operations Research: Fall 2012, 2013 | 1 | 2013 |
Optimization-Based Guidelines to Retirement Planning and Pension Product Design AK Konicz Bell Ph. D. thesis, DTU Management Engineering, 2014 | | 2014 |
Optimization-Based Guidelines to Retirement Planning and Pension Product Design AKK Bell Ph. D. thesis, DTU Management Engineering, 2014 | | 2014 |
A Combined Stochastic Programming and Optimal Control Approach to Personal Finance and Pensions AK Konicz Bell, D Pisinger, KM Rasmussen, M Steffensen | | 2014 |
On Improving Pension Product Design AK Konicz Bell, JM Mulvey Proceedings of 30th International Congress of Actuaries 30, 2013 | | 2013 |