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Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
Guan, Guohui; Li, Bin - In: Journal of economic dynamics & control 143 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013539527
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Cohort mortality risk or adverse selection in annuity markets?
Cannon, Edmund S.; Tonks, Ian - In: Journal of public economics 141 (2016), pp. 68-81
Persistent link: https://www.econbiz.de/10011654528
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Life cycle insurance, bequest motives and annuity loads
Arandjelović, Aleksandar; Kingston, Geoffrey H.; … - In: Journal of economic dynamics & control 157 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014495379
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The annuity puzzle remains a puzzle
Peijnenburg, Kim; Nijman, Theodore E.; Werker, Bas J. M. - In: Journal of economic dynamics & control 70 (2016), pp. 18-35
Persistent link: https://www.econbiz.de/10011708624
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Moment matching machine learning methods for risk management of large variable annuity portfolios
Xu, Wei; Chen, Yuehuan; Coleman, Conrad; Coleman, Thomas F. - In: Journal of economic dynamics & control 87 (2018), pp. 1-20
Persistent link: https://www.econbiz.de/10011973875
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The complementarity between risk adjustment and community rating : distorting market outcomes to facilitate redistribution
Bijlsma, Michiel J.; Boone, Jan; Zwart, Gijsbert - In: Journal of public economics 155 (2017), pp. 21-37
Persistent link: https://www.econbiz.de/10011824039
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The fluctuations of insurers' risk appetite
Luciano, Elisa; Rochet, Jean-Charles - In: Journal of economic dynamics & control 144 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013543144
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Differential mortality and the progressivity of social security
Bagchi, Shantanu - In: Journal of public economics 177 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012300591
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Labor supply and the optimality of Social Security
Bagchi, Shantanu - In: Journal of economic dynamics & control 58 (2015), pp. 167-185
Persistent link: https://www.econbiz.de/10011574651
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Cohort and target age effects on subjective survival probabilities : implications for models of the retirement phase
Wu, Shang; Stevens, Ralph; Thorp, Susan - In: Journal of economic dynamics & control 55 (2015), pp. 39-56
Persistent link: https://www.econbiz.de/10011587115