This paper analyzes an individual’s post retirement longevity risk management strategy allowing for systematic … longevity risk, recent product innovations, and product loadings. A complete-markets discrete state model and multi … systematic and idiosyncratic longevity risk. Portfolios include: fixed life annuities, deferred annuities, inflation …

Responsible Investment" (SRI), an investment strategy that employs criteria other than the usual financial risk and return factors … when selecting firms in which to invest. This study evaluates whether SRI indexes would alter portfolio risk and return …

risk or the impact of mortality improvements …This paper assesses the cost and risk faced by public sector, defined benefit plan providers arising from uncertain … mortality, including longevity selection, mortality improvements, and unexpected systematic shocks. Using longitudinal micro …