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Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality

Liang, Xiaoqing; Tsai, Cary Chi-Liang; Lu, Yi - In: Insurance / Mathematics & economics 70 (2016), pp. 150-161

Persistent link: https://www.econbiz.de/10011597256

The Annuity Wager : Can Bonds Outperform a Life Annuity?

McQuarrie, Edward F. - 2022

odds-on favorite over the stretch of history examined. Mortality credits alone are not enough to favor the annuity. In the …

Persistent link: https://www.econbiz.de/10013404373

Market insurance, the demand for life protection and the value of life saving

Ehrlich, Isaac - 1997

Persistent link: https://www.econbiz.de/10000977543

Effects of uncertain lifetime and annuity insurance on capital accumulation and growth

Fuster, Luisa - In: Economic theory : official journal of the Society for … 13 (1999) 2, pp. 429-445

Persistent link: https://www.econbiz.de/10001368953

Geschlechtsbezogene Prognosefaktoren in der Versicherungsmedizin

Schiefeling, Michael - In: Zeitschrift für die gesamte Versicherungswissenschaft … 83 (1994) 1, pp. 231-252

Persistent link: https://www.econbiz.de/10001168304

A life insurance deterrent to risky behavior in Africa

Araujo, Pedro de; Murray, James - In: Journal of policy modeling : JPMOD ; a social science … 37 (2015) 4, pp. 548-576

Persistent link: https://www.econbiz.de/10011478506

Risk-minimization for life insurance liabilities with basis risk

Biagini, Francesca; Rheinländer, Thorsten; Schreiber, Irene - In: Mathematics and financial economics 10 (2016) 2, pp. 151-178

Persistent link: https://www.econbiz.de/10011485900

The uncertainty risk driver within a life annuity context : an overvierw

Di Lorenzo, Emilia; Sibillo, Marilena - In: Problems and perspectives in management : PPM ; … 13 (2015) 3, pp. 18-27

Persistent link: https://www.econbiz.de/10011502227

Asset demands and consumption with longevity risk

Jang, Bong-Gyu; Koo, Hyeng-keun; Rhee, Yuna - In: Economic theory : official journal of the Society for … 62 (2016) 3, pp. 587-633

Persistent link: https://www.econbiz.de/10011529384

Managing systematic mortality risk in life annuities : an application of longevity derivatives

Fung, Man Chung; Ignatieva, Ekaterina; Sherris, Michael - In: Risks : open access journal 7 (2019) 1/2, pp. 1-25

portfolio. Although longevity swaps are a natural instrument for hedging longevity risk, derivatives with non-linear pay …-offs, such as longevity caps, provide more effective downside protection. A tractable stochastic mortality model with age … is calibrated using Australian mortality data. The hedging of the life annuity portfolio is comprehensively assessed for …

Persistent link: https://www.econbiz.de/10012018726