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Mortality improvement rates : modeling, parameter uncertainty and robustness
Hunt, Andrew; Villegas, Andrés M. - 2020
Persistent link: https://www.econbiz.de/10012585895
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Market pricing of longevity-linked securities
Tang, Sixian; Li, Jackie - In: Scandinavian actuarial journal 2021 (2021) 5, pp. 408-436
Persistent link: https://www.econbiz.de/10012588320
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Reaching a bequest goal with life insurance : ambiguity about the risky asset's drift and mortality's hazard rate
Liang, Xiaoqing; Young, Virginia R. - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 187-221
Persistent link: https://www.econbiz.de/10012194122
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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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The design of pension pay out options when the health status during retirement is uncertain
Kifmann, Mathias - In: Journal of public economic theory 12 (2010) 1, pp. 127-149
Persistent link: https://www.econbiz.de/10003946600
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The Design of Pension Pay Out Options When the Health Status During Retirement is Uncertain
Kifmann, Mathias - 2021
This paper examines the optimal design of pension plans when the health status during retirement is uncertain. Assuming that the health status affects both life expectancy and the marginal utility of consumption, choice between a lump-sum payment and an annuity can be welfare-enhancing if the...
Persistent link: https://www.econbiz.de/10013316589
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Individual uncertainty on longevity
Dormont, Brigitte; Samson, Anne-Laure; Fleurbaey, Marc; … - 2014
Persistent link: https://www.econbiz.de/10010423243
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Recovering Longevity Expectations from Subjective Survival Probabilities : Uncertainty Matters
Lehmensiek-Starke, Moritz - 2016
According to economic theory, subjective longevity expectations should shape individual decision making regarding …
Persistent link: https://www.econbiz.de/10012978763
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Heterogeneity and uncertainty in a multistate framework
Tabakova, D.; Pitacco, Ermanno - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 117-139
Persistent link: https://www.econbiz.de/10012587822
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Individual Uncertainty on Longevity
Dormont, Brigitte - 2015
The aim of this paper is to provide an assessment of individual uncertainty regarding length of life. We have collected original data through a survey performed in 2009 on a representative sample of 3,331 French people aged 18 or more. The survey design recorded several survival probabilities...
Persistent link: https://www.econbiz.de/10013032195