Longevity risk in pension annuities with exchange options : the effect of product design
Year of publication: |
2010
|
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Authors: | Stevens, Ralph ; De Waegenaere, Anja ; Melenberg, Bertrand |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 46.2010, 1, p. 222-234
|
Subject: | Sterblichkeit | Mortality | Altersvorsorge | Retirement provision | Produktgestaltung | Product design | Risikomodell | Risk model | Private Altersvorsorge | Private retirement provision |
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