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Singapore's life program : actuarial framework, longevity risk and impact of annuity fund return
Kwong, Koon-Shing; Tse, Yiu Kuen; Chan, Wai-Sum - In: The Singapore economic review : journal of the Economic … 66 (2021) 5, pp. 1355-1371
Persistent link: https://www.econbiz.de/10012664102
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Enhancing Singapore's pension scheme : a blueprint for further flexibility
Kwong, Koon-shing; Tse, Yiu Kuen; Chan, Wai-Sum - In: Risks : open access journal 5 (2017) 2, pp. 1-17
Building a social security system to ensure Singapore residents have peace of mind in funding for retirement has been at the top of Singapore government’s policy agenda over the last decade. Implementation of the Lifelong Income For the Elderly (LIFE) scheme in 2009 clearly shows that the...
Persistent link: https://www.econbiz.de/10011643412
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Trading death : the implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios
Sutcliffe, Charles M. S. - In: International review of financial analysis 38 (2015), pp. 163-174
Persistent link: https://www.econbiz.de/10011337617
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The Annuity Wager : Can Bonds Outperform a Life Annuity?
McQuarrie, Edward F. - 2022
odds-on favorite over the stretch of history examined. Mortality credits alone are not enough to favor the annuity. In the …
Persistent link: https://www.econbiz.de/10013404373
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Understanding the death benefit switch option in universal life policies
Gatzert, Nadine; Hoermann, Gudrun - 2008
Persistent link: https://www.econbiz.de/10003905954
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Understanding the death benefit switch option in universal life policies
Gatzert, Nadine; Schmitt-Hoermann, Gudrun - In: The journal of risk and insurance : the journal of the … 78 (2011) 4, pp. 823-852
Persistent link: https://www.econbiz.de/10009407887
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Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li; Lin, Luyao; Lu, Yi; Parker, Gary - In: Insurance / Mathematics & economics 75 (2017), pp. 16-31
Persistent link: https://www.econbiz.de/10011740696
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Cross hedging stock sector risk with index futures by considering the global equity systematic risk
Hsu, Wen Chung; Lee, Hsiang-Tai - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-17
nonelectronics subindex (NFNE) futures for cross hedging the price risk of stock sector indices traded on the Taiwan stock exchange … hedging strategy using only the NFNE futures. This shows the importance of hedging the global equity systematic risk of stock …. A state-dependent volatility spillover GARCH hedging strategy is developed to capture the regime switching global equity …
Persistent link: https://www.econbiz.de/10011883272
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International adverse selection in life insurance and annuities
McCarthy, David J.; Mitchell, Olivia S. - 2010
Persistent link: https://www.econbiz.de/10003995102
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Life settlements : pricing challenges and opportunities
Schwartz, Jesse M.; Wood, Timothy O. - In: The journal of structured finance 14 (2008) 2, pp. 70-76
Persistent link: https://www.econbiz.de/10003748894