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Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S.; … - In: Insurance / Mathematics & economics 63 (2015), pp. 91-107
Persistent link: https://www.econbiz.de/10011349847
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Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
Steinorth, Petra; Mitchell, Olivia S. - In: Insurance / Mathematics & economics 64 (2015), pp. 246-258
Persistent link: https://www.econbiz.de/10011398047
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Managing longevity and disability risks in life annuities with long term care
Levantesi, Susanna; Menzietti, Massimiliano - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 391-401
Persistent link: https://www.econbiz.de/10009542259
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Optimal annuity demand for general expected utility agents
Bernard, Carole; De Gennaro Aquino, Luca; Levante, Lucia - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 70-79
Persistent link: https://www.econbiz.de/10012793910
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To borrow or insure? : long term care costs and the impact of housing
Shao, Adam W.; Chen, Hua; Sherris, Michael - In: Insurance / Mathematics & economics 85 (2019), pp. 15-34
Persistent link: https://www.econbiz.de/10011990592
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Longevity risk and retirement income tax efficiency : a location spending rate puzzle
Huang, Huaxiong; Milevsky, Moshe Arye - In: Insurance / Mathematics & economics 71 (2016), pp. 50-62
Persistent link: https://www.econbiz.de/10011630606
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On the effects of changing mortality patterns on investment, labour and consumption under uncertainty
Ewald, Christian-Oliver; Zhang, Aihua - In: Insurance / Mathematics & economics 73 (2017), pp. 105-115
Persistent link: https://www.econbiz.de/10011702052
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Insuring longevity risk and long-term care : bequest, housing and liquidity
Xu, Mengyi; Alonso-García, Jennifer; Sherris, Michael; … - In: Insurance / Mathematics & economics 111 (2023), pp. 121-141
Persistent link: https://www.econbiz.de/10014317139
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Valuing inflation-linked death benefits under a stochastic volatility framework
Liang, Zongxia; Sheng, Wenlong - In: Insurance / Mathematics & economics 69 (2016), pp. 45-58
Persistent link: https://www.econbiz.de/10011530922
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A multivariate evolutionary credibility model for mortality improvement rates
Schinzinger, Edo; Denuit, Michel; Christiansen, Marcus C. - In: Insurance / Mathematics & economics 69 (2016), pp. 70-81
Persistent link: https://www.econbiz.de/10011530925