Cover Image

Numerical methods for optimal decumulation of a defined contribution pension plan

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Forsyth, Peter A., Labahn, George
Format:	Preprint
Published:	2026
Subjects:	Computational Engineering, Finance, and Science Numerical Analysis 91G, 65N06, 65N12, 35Q93 G.1
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark
by: van Staden, Pieter, et al.
Published: (2024)

An Adaptive Angular Domain Compression Scheme For Solving Multiscale Radiative Transfer Equation
by: Song, Qinchen, et al.
Published: (2024)

An Overview of Meshfree Collocation Methods
by: Halada, Tomas, et al.
Published: (2025)

On Convergence of a Three-Layer Semi-Discrete Scheme for the Nonlinear Dynamic String Equation of Kirchhoff-Type with Time-Dependent Coefficients
by: Rogava, Jemal, et al.
Published: (2023)

Computing Black Scholes with Uncertain Volatility-A Machine Learning Approach
by: Hellmuth, Kathrin, et al.
Published: (2022)

Convergence analysis of a third order semi-implicit projection method for Landau-Lifshitz-Gilbert equation
by: Xie, Changjian, et al.
Published: (2025)

On the Practical Impact of Local Linear Instabilities in Entropy-Stable Schemes
by: Bercik, Alex, et al.
Published: (2026)

Positivity preserving finite element method for the Gross-Pitaevskii ground state: discrete uniqueness and global convergence
by: Hauck, Moritz, et al.
Published: (2024)

Numerical moment stabilization of central difference approximations for linear stationary reaction-convection-diffusion equations with applications to stationary Hamilton-Jacobi equations
by: Lewis, T., et al.
Published: (2025)

A high order correction to the Lax-Friedrich's method for approximating stationary Hamilton-Jacobi equations
by: Lewis, T., et al.
Published: (2025)

Error bounds for discrete minimizers of the Ginzburg-Landau energy in the high-$κ$ regime
by: Dörich, Benjamin, et al.
Published: (2023)

Serendipity discrete complexes with enhanced regularity
by: Di Pietro, Daniele, et al.
Published: (2024)

Vortex-capturing multiscale spaces for the Ginzburg-Landau equation
by: Blum, Maria, et al.
Published: (2024)

The pollution effect for FEM approximations of the Ginzburg-Landau equation
by: Chaumont-Frelet, Théophile, et al.
Published: (2025)

An Efficient Energy Stable Structure Preserving Method for The Landau-Lifshitz Equation
by: Xie, Changjian, et al.
Published: (2026)

Convergent Sixth-order Compact Finite Difference Method for Variable-Coefficient Elliptic PDEs in Curved Domains
by: Han, Bin, et al.
Published: (2025)

Error Analysis of Third-Order in Time and Fourth-Order Linear Finite Difference Scheme for Landau-Lifshitz-Gilbert Equation under Large Damping Parameters
by: Xie, Changjian, et al.
Published: (2025)

Semi-implicit Structure Preserving Method for The Landau-Lifshitz Equation
by: Xie, Changjian
Published: (2026)

Monotonicity of $Q^3$ spectral element method for discrete Laplacian
by: Cross, Logan J., et al.
Published: (2020)

Convergence of a Riemannian gradient method for the Gross-Pitaevskii energy functional in a rotating frame
by: Henning, Patrick, et al.
Published: (2024)

The dependency of spectral gaps on the convergence of the inverse iteration for a nonlinear eigenvector problem
by: Henning, Patrick
Published: (2022)

Mesh-Intrinsic GFEM: High-Order Smoothness on $C^0$ Unstructured Meshes
by: Tian, Rong
Published: (2026)

Numerical analysis of a locking-free primal hybrid method for linear elasticity with $H(\mathrm{div})$-conforming stress recovery
by: Taraschi, Giovanni, et al.
Published: (2026)

Fully-discrete provably Lyapunov consistent discretizations for convection-diffusion-reaction PDE systems
by: Jahdali, Rasha Al, et al.
Published: (2024)

Nonconforming virtual element method for general second-order elliptic problems on curved domain
by: Liu, Yi, et al.
Published: (2024)

Numerical solution of a PDE arising from prediction with expert advice
by: Calder, Jeff, et al.
Published: (2024)

Nonlinear Inverse Iterations for Spin-Orbit Coupled Quantum Gases
by: Henning, Patrick, et al.
Published: (2026)

Fourier Beyond Dispersion: Wavenumber Explicit and Precise Accuracy of FDMs for the Helmholtz Equation
by: Zhang, Hui
Published: (2024)

Fourier Analysis of Finite Difference Schemes for the Helmholtz Equation in 1D with Dirichlet Conditions: Sharp Estimates and Relative Errors
by: Gander, Martin J., et al.
Published: (2025)

Optimal convergence rates in $L^2$ for a first order system least squares finite element method -- Part II: inhomogeneous Robin boundary conditions
by: Bernkopf, Maximilian, et al.
Published: (2024)

Modal-Rectification-Based Directional Edge Diffusion for Cartesian Convection--Diffusion Problems
by: Bomisso, Gossrin Jean-Marc, et al.
Published: (2026)

A Reynolds-semi-robust and pressure robust Hybrid High-Order method for the time dependent incompressible Navier--Stokes equations on general meshes
by: Quiroz, Daniel Castanon, et al.
Published: (2024)

Numerical Methods for Optimal Boundary Control of Advection-Diffusion-Reaction Systems
by: Schytt, Marcus Johan, et al.
Published: (2024)

A multiscale approach to the stationary Ginzburg-Landau equations of superconductivity
by: Döding, Christian, et al.
Published: (2024)

A Higher-order Hybridisable Discontinuous Galerkin IMEX method for the incompressible Euler equations
by: Müller, Eike Hermann
Published: (2024)

Monotone inclusion methods for a class of second-order non-potential mean-field games
by: Nurbekyan, Levon, et al.
Published: (2024)

Tracking controllability on moving targets for parabolic equations
by: Apraiz, Jone, et al.
Published: (2026)

A Reynolds-semi-robust method with hybrid velocity and pressure for the unsteady incompressible Navier--Stokes equations
by: da Veiga, Lourenço Beirão, et al.
Published: (2025)

A simple and fast finite difference method for the integral fractional Laplacian of variable order
by: Hao, Zhaopeng, et al.
Published: (2024)

Neural Policy Iteration for Stochastic Optimal Control: A Physics-Informed Approach
by: Kim, Yeongjong, et al.
Published: (2025)