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The design of pension pay out options when the health status during retirement is uncertain
Kifmann, Mathias (contributor) - 2008
Persistent link: https://www.econbiz.de/10003635223
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Asset allocation and location over the life cycle with survival-contingent payoffs
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2008
Persistent link: https://www.econbiz.de/10003861308
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Sudden deaths : taking stock of geographic ties
Faccio, Mara; Parsley, David C. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 683-718
Persistent link: https://www.econbiz.de/10003887400
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Social security incidence under uncertainty assessing Italian reforms
Geron, Devis - 2009
This paper analyzes the welfare effects of the Italian social security system in an economy with uncertainty on wages, financial market returns and life expectancy. The introduction of a pension system reproducing the Italian statutory scheme turns out to decrease ex-ante individual welfare,...
Persistent link: https://www.econbiz.de/10003888079
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Asset allocation and location over the life cycle with investment-linked survival-contingent payouts
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - In: Journal of banking & finance 33 (2009) 9, pp. 1688-1899
Persistent link: https://www.econbiz.de/10003872868
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Subjective probabilities in household surveys
Hurd, Michael D. - In: Annual review of economics 1 (2009), pp. 543-562
Persistent link: https://www.econbiz.de/10003905401
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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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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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Delta hedging IO securities backed by senior life settlements
Stone, Charles A.; Zissu, Anne-Marie - In: The journal of structured finance 15 (2009) 2, pp. 93-100
Persistent link: https://www.econbiz.de/10003873227
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Collective annuities and redistribution
Cremer, Helmuth; Lozachmeur, Jean-Marie; Pestieau, Pierre - In: Journal of public economic theory 12 (2010) 1, pp. 23-41
Persistent link: https://www.econbiz.de/10003946389