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Mortality heterogeneity and life insurance
Hoermann, Gudrun - 2009
Persistent link: https://www.econbiz.de/10003884144
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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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Survivor swaps
Dowd, Kevin; Blake, David; Cairns, Andrew; Dawson, Paul - 2005
Persistent link: https://www.econbiz.de/10003286784
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Deferred annuity contracts under stochastic mortality and interest rates : pricing and model risk assessment
Toplek, Denis (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674053
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Interest rate risk, longevity risk and the solvency of life insurers
Berdin, Elia - 2016 - This version: September 2016
selling policies with minimum guaranteed rate of return, profit participation and annuitization option at maturity. The life … then projected forward under stochastic financial markets and stochastic mortality developments. Different scenarios are … proposed, with particular focus on a prolonged period of low interest rates and strong reduction in mortality rates. Results …
Persistent link: https://www.econbiz.de/10011535876
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The fair surrender value of a tontine
Weinert, Jan-Hendrik - 2017 - This version: May 8, 2017
A tontine provides a mortality driven, age-increasing payout structure through the pooling of mortality. Because a …
Persistent link: https://www.econbiz.de/10011696500
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The tragedy of annuitization
Heijdra, Ben J.; Mierau, Jochen O.; Reijnders, Laurie S. M. - 2011
We construct a tractable discrete-time overlapping generations model of a closed economy and use it to study government redistribution of accidental bequests and private annuities in general equilibrium. Individuals face longevity risk as there is a positive probability of passing away before...
Persistent link: https://www.econbiz.de/10009686203
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Forward mortality rates in discrete time II : longevity risk and hedging strategies
Hunt, Andrew; Blake, David - 2016
Persistent link: https://www.econbiz.de/10011449869
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Assessing investment and longevity risks within immediate annuities
Bauer, Daniel; Weber, Frederik - 2007
within annuity books. In particular, the joint impact of mortality risks and investment risks as well as their respective … annuity data from the United Kingdom, the risk premium charged for aggregate mortality risk seems to be very large relative to …
Persistent link: https://www.econbiz.de/10010442180
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On the optimal design of participating life insurance contracts
Bacinello, Anna Rita; Corsato, Chiara; Millossovich, Pietro - 2020
Persistent link: https://www.econbiz.de/10012172435