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Life Cycle Annuity Valuation
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ECONIS (ZBW)
251,163
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1
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1
Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
Steinorth, Petra
;
Mitchell, Olivia S.
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 246-258
Persistent link: https://www.econbiz.de/10011398047
Saved in:
2
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
Saved in:
3
Life insurance and pension contracts I : the time additive life cycle model
Aase, Knut K.
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10010506430
Saved in:
4
Optimal annuity demand for general expected utility agents
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Levante, Lucia
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 70-79
Persistent link: https://www.econbiz.de/10012793910
Saved in:
5
Annuity markets and capital accumulation
Bagchi, Shantanu
;
Feigenbaum, James Allen
- In:
The B.E. journal of theoretical economics
20
(
2020
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012170711
Saved in:
6
Insuring longevity risk and long-term care : bequest, housing and liquidity
Xu, Mengyi
;
Alonso-García, Jennifer
;
Sherris, Michael
; …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 121-141
Persistent link: https://www.econbiz.de/10014317139
Saved in:
7
Life cycle insurance, bequest motives and annuity loads
Arandjelović, Aleksandar
;
Kingston, Geoffrey H.
; …
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495379
Saved in:
8
Putting the pension back in 401(k) retirement plans : optimal versus default deferred longevity income annuities
Horneff, Vanya
;
Maurer, Raimond
;
Mitchell, Olivia S.
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012489025
Saved in:
9
Actuarial modeling and analysis of the Hong Kong life annuity scheme
Kwong, Koon-Shing
;
Chan, Wai-Sum
;
Li, Johnny Siu-Hang
- In:
Asia-Pacific journal of risk and insurance : APJRI
14
(
2020
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012197096
Saved in:
10
Life insurance and pension contracts II : the life cycle model with recursive utility
Aase, Knut K.
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
1
,
pp. 71-102
Persistent link: https://www.econbiz.de/10011485135
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