AI-Driven MPF Retirement Advisory System
AI-driven retirement advisory combining lifecycle optimisation, personalised retirement-gap analysis, and constraint-aware MPF fund selection in a regulated deployment …
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Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals
Pricing of GLWB variable annuities with dynamic withdrawals, purchases, and optimal initiation timing; bang-bang control analysis reducing the strategy space to four choices; …
Analysis of Optimal Dynamic Withdrawal Policies in Withdrawal Guarantee Products
Invited talk at the 5th International Gerber–Shiu Workshop, July 2014.
Analysis of Optimal Dynamic Withdrawal Policies in Withdrawal Guarantee Products
Invited talk at the 8th World Congress of the Bachelier Finance Society, June 2014.
Analysis of Optimal Dynamic Withdrawal Policies in Withdrawal Guarantee Products
Full mathematical analysis of optimal dynamic withdrawal policies in GMWB variable annuities; singular stochastic control formulation, integral equations for free boundaries, and …
Analysis of Optimal Dynamic Withdrawal Policies in Withdrawal Guarantee Products
Invited talk at the NUS–University of Tokyo Workshop, September 2013.