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A dynamic analysis of the impact of household portfolio allocation decisions on the demand for life insurance
Wang, Ning; Deng, Yiling; Wu, Ruohan - In: Financial services review 32 (2024) 1, pp. 1-28
Prior research on the demand for life insurance in household portfolio holdings has not made a clear distinction … examines the relationship between household portfolio allocation decisions and the demand for life insurance in a dynamic … insurance ownership. …
Persistent link: https://www.econbiz.de/10014516153
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Dynamic asset allocation over the life-cycle and the role of incomplete annuity markets
Stamos, Michael Zisis - 2007
Persistent link: https://www.econbiz.de/10003637577
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Optimal gradual annuitization : quantifying the costs of switching to annuities
Horneff, Wolfram J. (contributor);  … - 2007
We compute the optimal dynamic asset allocation policy for a retiree with Epstein-Zin utility. The retiree can decide how much he consumes and how much he invests in stocks, bonds, and annuities. Pricing the annuities we account for asymmetric mortality beliefs and administration expenses. We...
Persistent link: https://www.econbiz.de/10003480362
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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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Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S.; … - In: Insurance / Mathematics & economics 63 (2015), pp. 91-107
Persistent link: https://www.econbiz.de/10011349847
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The impact of bounded rationality on equity-linked life insurance and technical trading
Hilpert, Christian Martin - 2014
Persistent link: https://www.econbiz.de/10010423926
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Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging
Kirkby, J. Lars; Nguyen, Duy - In: Insurance / Mathematics & economics 100 (2021), pp. 408-428
Persistent link: https://www.econbiz.de/10012622402
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Self-fulfilling runs : evidence from the US life insurance industry
Foley-Fisher, Nathan; Narajabad, Borghan; Verani, Stéphane - In: Journal of political economy 128 (2020) 9, pp. 3520-3569
Persistent link: https://www.econbiz.de/10012418245
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Unintended consequences of minimum annuity laws : an experimental study
Hurwitz, Abigail; Sade, Orly; Winter, Eyal - 2019
Persistent link: https://www.econbiz.de/10012418614
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Unintended consequences of minimum annuity laws : an experimental study
Hurwitz, Abigail; Sade, Orly; Winter, Eyal - In: Journal of economic behavior & organization : JEBO 169 (2020), pp. 208-222
Persistent link: https://www.econbiz.de/10012271584