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Sharing of longevity basis risk in pension schemes with income-drawdown guarantees

Agarwal, Ankush; Ewald, Christian; Wang, Yongjie - 2020

Persistent link: https://www.econbiz.de/10012661294

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

Die Absicherung von Pensionsportfolios gegen Langlebigkeitsrisiken

Prokop, Jörg - In: Die Unternehmung : Swiss journal of business research … 63 (2009) 1, pp. 101-118

Persistent link: https://www.econbiz.de/10003815218

The impact of longevity risk on the optimal contribution rate and asset allocation for defined contribution pension plans

Yang, Sharon S.; Huang, Hong-chih - In: The Geneva papers on risk and insurance - issues and … 34 (2009) 4, pp. 660-681

Persistent link: https://www.econbiz.de/10003904768

Fixed and variable longevity income annuities in defined contribution plans : optimal retirement portfolios taking social security into account

Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - In: The journal of risk & insurance 90 (2023) 4, pp. 831-860

Persistent link: https://www.econbiz.de/10014443608

Fixed and variable longevity annuities in defined contribution plans : optimal retirement portfolios taking social security into account

Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - 2023

This paper investigates retirees' optimal purchases of fixed and variable longevity income annuities using their defined contribution (DC) plan assets and given their expected Social Security benefits. As an alternative, we also evaluate using plan assets to boost Social Security benefits...

Persistent link: https://www.econbiz.de/10013554899