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Demographic risk in deep-deferred annuity valuation
Ji, Min; Zhou, Rui - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 286-314
Persistent link: https://www.econbiz.de/10011820667
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Local hedging of variable annuities in the presence of basis risk
Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 611-646
Persistent link: https://www.econbiz.de/10011875672
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Longevity trend risk over limited time horizons
Richards, Stephen J.; Currie, Iain D.; Kleinow, Torsten; … - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 262-277
Persistent link: https://www.econbiz.de/10012307355
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Longevity-linked annuities : how to preserve value creation against longevity risk
Olivieri, Annamaria; Pitacco, Ermanno - In: Life insurance in Europe : risk analysis and market …, (pp. 103-126). 2020
longevity risk is not an option for annuity providers, given that individuals already consider annuities to be expensive. An … riskiness retained by the provider, so to make sure that the business value can represent appropriately the risk-return trade …
Persistent link: https://www.econbiz.de/10012310607
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Variable annuity pricing, valuation, and risk management : a survey
Feng, Runhuan; Gan, Guojun; Zhang, Ning - In: Scandinavian actuarial journal 2022 (2022) 10, pp. 867-900
Persistent link: https://www.econbiz.de/10013491041
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Valuation of longevity-linked life annuities
Bravo, Jorge Miguel Ventura; Mekkaoui-de Freitas, Najat el- - In: Insurance / Mathematics & economics 78 (2018), pp. 212-229
Persistent link: https://www.econbiz.de/10011825268
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Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
Owadally, Iqbal; Jang, Chul; Clare, Andrew D. - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1132-1146
Persistent link: https://www.econbiz.de/10012622446
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Solvency measurement of life annuity products
Diffouo, Pauline M. Ngugnie; Devolder, Pierre - In: International journal of theoretical and applied … 25 (2022) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10013189960
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Variable annuities in a Lévy-based hybrid model with surrender risk
Ballotta, Laura; Eberlein, Ernst; Schmidt, Thorsten; … - In: Quantitative finance 20 (2020) 5, pp. 867-886
Persistent link: https://www.econbiz.de/10012262632
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The effect of the assumed interest rate and smoothing on variable annuities
Balter, Anne G.; Werker, Bas J. M. - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 131-154
Persistent link: https://www.econbiz.de/10012194115