Search Results - subject:"longevity risk"

Can pension funds partially manage longevity risk by investing in a longevity megafund?

Debonneuil, Edouard; Eyraud-Loisel, Anne; Planchet, … - In: Risks : open access journal 6 (2018) 3, pp. 1-27

developments against ageing-related diseases, we model the needed capital for pension funds to face longevity risk and find that it … to significantly reduce longevity risk and the associated economic capital need. …

Persistent link: https://www.econbiz.de/10011867481

Putting the pension back in 401(k) retirement plans : optimal versus default longevity income annuities

Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - 2018

A recent US Treasury regulation allowed deferred longevity income annuities to be included in pension plan menus as a default payout solution, yet little research has investigated whether more people should convert some of the $15 trillion they hold in employer-based defined contribution plans...

Persistent link: https://www.econbiz.de/10011932365

Personalised drawdown strategies and partial annuitisation to mitigate longevity risk

Chen, Wen; Minney, Aaron; Toscas, Peter; Koo, Bonsoo; … - In: Finance research letters 39 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012805467

Bayesian Value-at-Risk backtesting : the case of annuity pricing

Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801

Persistent link: https://www.econbiz.de/10012513273

Determining an optimal principal limit factor for reverse mortgages under economics-based models

Chiang, Shu Ling; Tsai, Ming-shann; Wang, Chien-an - In: The journal of real estate finance and economics 63 (2021) 4, pp. 565-597

Persistent link: https://www.econbiz.de/10012653290

Neighbouring prediction for mortality

Wang, Chou-Wen; Zhang, Jinggong; Zhu, Wenjun - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 689-718

Persistent link: https://www.econbiz.de/10012656717

Longevity risk and economic growth in sub-populations : evidence from Italy

Bozzo, Giuseppina; Levantesi, Susanna; Menzietti, … - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 101-115

Persistent link: https://www.econbiz.de/10012587821

Market pricing of longevity-linked securities

Tang, Sixian; Li, Jackie - In: Scandinavian actuarial journal 2021 (2021) 5, pp. 408-436

Persistent link: https://www.econbiz.de/10012588320

Tontines with mixed cohorts

Chen, An; Qian, Linyi; Yang, Zhixin - In: Scandinavian actuarial journal 2021 (2021) 5, pp. 437-455

Persistent link: https://www.econbiz.de/10012588353

Would you prefer your retirement income to depend on your life expectancy?

Bommier, Antoine; Schernberg, Hélène - In: Journal of economic theory 191 (2021), pp. 1-41

Persistent link: https://www.econbiz.de/10012621958