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MAP20071507863Gerrard, RussellThe Management of decumulation risks in a defined contribution pension plan / Russell Gerrard, Steven Haberman and Elena VignaThe aim of this study is to lay the theoretical foundations for the construction of a flexible tool that can be used by pensioners fo find optimal investment and consumption choices in the distribution phase of a defined contribution pension plan. The investment-consumption plan is adopted until the time of compulsory annuitization, taking into account the possibility of earlier death. The effect of the bequest motive and the desire to buy a higher annuity than the one purchasable at retirement are included in the objective functionEn: North American Actuarial Journal. - Schaumburg, Illinois. - Vol. 10, nº 1, January 2006 ; p. 84-1101. Cálculo actuarial. 2. Métodos actuariales. 3. Matemática financiera. 4. Matemática del seguro. 5. Fórmulas estadísticas. 6. Planes de pensiones. 7. Jubilación. I. Haberman, Steven. II. Vigna, Elena. III. Title.