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The retirement mortality puzzle : evidence from a regression discontinuity design
Giesecke, Matthias - 2019
I estimate the effect of retirement on mortality, exploiting two discontinuities at age-based eligibility thresholds …-based eligibility thresholds, I demonstrate that retirement can have both mortality-decreasing and mortality-increasing effects … mixed results from the literature I provide evidence that the retirement-mortality nexus is driven by the activity change at …
Persistent link: https://www.econbiz.de/10012041523
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A theory of reverse retirement
Ponthiere, Gregory - 2018
Persistent link: https://www.econbiz.de/10011996014
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Optimal consumption and portfolio choice of retirees with longevity risk
Kremer, Alexander; Liese, Friedrich; Homölle, Susanne; … - In: Journal of pension economics and finance 13 (2014) 3, pp. 227-249
Persistent link: https://www.econbiz.de/10010509295
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Actuarial modeling and analysis of the Hong Kong life annuity scheme
Kwong, Koon-Shing; Chan, Wai-Sum; Li, Johnny Siu-Hang - In: Asia-Pacific journal of risk and insurance : APJRI 14 (2020) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012197096
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The rising longevity gap by lifetime earnings : distributional implications for the pension system
Haan, Peter; Kemptner, Daniel; Lüthen, Holger - 2017
This study uses German social security records to provide novel evidence about the heterogeneity in life expectancy by lifetime earnings and, additionally, documents the distributional implications of this earnings-related heterogeneity. We find a strong association between lifetime earnings and...
Persistent link: https://www.econbiz.de/10011746805
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The rising longevity gap by lifetime earnings : distributional implications for the pension system
Haan, Peter; Kemptner, Daniel; Lüthen, Holger - 2017
This study uses German social security records to provide novel evidence about the heterogeneity in life expectancy by lifetime earnings and, additionally, documents the distributional implications of this earnings-related heterogeneity. We find a strong association between lifetime earnings and...
Persistent link: https://www.econbiz.de/10011758233
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The rising longevity gap by lifetime earnings : distributional implications for the pension system
Haan, Peter; Kemptner, Daniel; Lüthen, Holger - 2017
This study uses German social security records to provide novel evidence about the heterogeneity in life expectancy by lifetime earnings and, additionally, documents the distributional implications of this earnings-related heterogeneity. We find a strong association between lifetime earnings and...
Persistent link: https://www.econbiz.de/10011740362
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Can pension funds partially manage longevity risk by investing in a longevity megafund?
Debonneuil, Edouard; Eyraud-Loisel, Anne; Planchet, … - In: Risks : open access journal 6 (2018) 3, pp. 1-27
Pension funds, which manage the financing of a large share of global retirement schemes, need to invest their assets in a diversified manner and over long durations while managing interest rate and longevity risks. In recent years, a new type of investment has emerged, that we call a longevity...
Persistent link: https://www.econbiz.de/10011867481
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Funding pensions in Scotland : would independence matter?
Bell, David N. F.; Comerford, David; Eiser, David - In: National Institute economic review (2014) 227, pp. 21-31
Persistent link: https://www.econbiz.de/10010396094
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Beyond age and sex : enhancing annuity pricing
Fong, Joelle H. - In: The Geneva risk and insurance review 40 (2015) 2, pp. 133-170
Persistent link: https://www.econbiz.de/10011382153