Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Year of publication: |
2015
|
---|---|
Authors: | Horneff, Vanya ; Maurer, Raimond ; Mitchell, Olivia S. ; Rogalla, Ralph |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 63.2015, p. 91-107
|
Subject: | Dynamic portfolio choice | Longevity risk | Variable annuity | Money-back guarantee | Liquidity | Retirement income | Portfolio-Management | Portfolio selection | Altersvorsorge | Retirement provision | Theorie | Theory | Anlageverhalten | Behavioural finance | Private Altersvorsorge | Private retirement provision | Sterblichkeit | Mortality | Leibrente | Life annuity | Lebensversicherung | Life insurance | Lebenszyklus | Life cycle | Lebenseinkommen | Lifetime income | Konsumentenverhalten | Consumer behaviour |
-
Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
Steinorth, Petra, (2015)
-
Sutcliffe, Charles M. S., (2015)
-
Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging
Kirkby, J. Lars, (2021)
- More ...
-
Horneff, Vanya, (2013)
-
Horneff, Vanya, (2013)
-
Horneff, Vanya, (2013)
- More ...