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Lifecycle portfolio choice with systematic longevity risk and variable investment-linked deferred annuities

Kartashov, Vasily; Maurer, Raimund; Mitchell, Olivia S.; … - 2011

Persistent link: https://www.econbiz.de/10009372885

International adverse selection in life insurance and annuities

McCarthy, David J.; Mitchell, Olivia S. - 2010

Persistent link: https://www.econbiz.de/10003995102

Implications of the financial crisis for long run retirement security

Mitchell, Olivia S. - 2010

Persistent link: https://www.econbiz.de/10009349794

Managing risks in defined contribution plans : what does the future hold?

Mitchell, Olivia S. - 2010

Persistent link: https://www.econbiz.de/10009349795

Managing contribution and capital market risk in a funded public defined benefit plan : impact of CVaR cost constraints

Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph - 2008

Persistent link: https://www.econbiz.de/10003861313

Mortality risk, inflation risk, and annuity products

Brown, Jeffrey R.; Mitchell, Olivia S.; Poterba, James M. - 2000

Persistent link: https://www.econbiz.de/10001494305

Managing contribution and capital market risk in a funded public defined benefit plan : impact of CVaR cost constraints

Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 25-34

Persistent link: https://www.econbiz.de/10009517602

Managing contribution and capital market risk in a funded public defined benefit plan : impact of cvar cost constraints

Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph - 2008

Persistent link: https://www.econbiz.de/10003759161

Mortality Risk, Inflation Risk, and Annuity Products

Brown, Jeffrey R. - 2000

As growing numbers of retirees reach retirement age with substantial balances in self-directed retirement plans, annuities are likely to become increasingly important instruments for drawing down retirement savings. This study explores recent trends in the pricing of single-premium annuity...

Persistent link: https://www.econbiz.de/10012470938

Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan : Impact of Cvar Cost Constraints

Maurer, Raimond - 2010

. In the process we integrate a Conditional Value at Risk (CVaR) restriction on overall plan costs into the pension manager …'s objective of controlling contribution rate volatility. After estimating the contribution rate that would fully fund future …

Persistent link: https://www.econbiz.de/10012758393

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