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Longevity risk and financial markets
Visco, Ignazio - In: Money, finance and demography : the consequences of …, (pp. 9-30). 2007
Persistent link: https://www.econbiz.de/10003645423
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Longevity risk and capital markets : the 2007 - 2008 update
McMinn, Richard (contributor); Wang, Jennifer (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003790645
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Special issue: Longevity risk and capital markets
Nijman, Theodore E. (contributor) - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 139-270
Persistent link: https://www.econbiz.de/10003953319
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Lifecycle portfolio choice with systematic longevity risk and variable investment-linked deferred annuities
Kartashov, Vasily; Maurer, Raimund; Mitchell, Olivia S.; … - 2011
Persistent link: https://www.econbiz.de/10009372885
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Too much risk to insure? : the Australian (non-) market for annuities
Bateman, Hazel; Piggott, John - In: Securing lifelong retirement income : global annuity …, (pp. 81-105). 2011
Persistent link: https://www.econbiz.de/10009243383
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Adverse selection in the annuity market with sequential and simultaneous insurance demand
Brunner, Johann K.; Pech, Susanne - 2002 - Revised Version
two periods can be decided either sequentially or simultaneously. We show that only a situation where all risk types …
Persistent link: https://www.econbiz.de/10009750235
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Adverse selection in the annuity market when payoffs vary over the time of retirement
Brunner, Johann K.; Pech, Susanne - 2000 - Revised Version
This paper investigates the effect of adverse selection and price competition on the private annuity market in a model with two retirement periods. In this framework annuity companies can offer contracts with different payoffs over the periods of retirement. Varying the time structure of the...
Persistent link: https://www.econbiz.de/10009750561
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Mortality-linked securities and derivatives
Biffis, Enrico; Blake, David - 2009
Persistent link: https://www.econbiz.de/10003803147
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Longevity risk and capital markets
MacMinn, Richard D.; Brockett, Patrick L.; Blake, David - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 551-557
Persistent link: https://www.econbiz.de/10003402064
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Adverse selection in the annuity market with sequential and simultaneous insurance demand
Brunner, Johann K.; Pech, Susanne - 2002
Persistent link: https://www.econbiz.de/10001698896