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Annuity pricing in public pension plans : importance of interest rates
Abashidze, Nino; Clark, Robert L.; Hammond, Robert G.; … - In: Journal of pension economics and finance : JPEF 20 (2021) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10012404058
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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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Lifecycle portfolio choice with systematic longevity risk and variable investment-linked deferred annuities
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph; … - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 649-676
Persistent link: https://www.econbiz.de/10010127209
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Putting the pension back in 401(k) retirement plans : optimal versus default deferred longevity income annuities
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - In: Journal of banking & finance 114 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012489025
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Accounting and actuarial smoothing of retirement payouts in participating life annuities
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph; … - In: Insurance / Mathematics & economics 71 (2016), pp. 268-283
Persistent link: https://www.econbiz.de/10011630840