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Can pension funds partially manage longevity risk by investing in a longevity megafund?

Debonneuil, Edouard; Eyraud-Loisel, Anne; Planchet, … - In: Risks : open access journal 6 (2018) 3, pp. 1-27

Pension funds, which manage the financing of a large share of global retirement schemes, need to invest their assets in a diversified manner and over long durations while managing interest rate and longevity risks. In recent years, a new type of investment has emerged, that we call a longevity...

Persistent link: https://www.econbiz.de/10011867481

A theory of reverse retirement

Ponthiere, Gregory - 2020

Persistent link: https://www.econbiz.de/10012211959

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

The retirement mortality puzzle : evidence from a regression discontinuity design

Giesecke, Matthias - 2019

I estimate the effect of retirement on mortality, exploiting two discontinuities at age-based eligibility thresholds … for pension claiming in Germany. The analysis is based on unique social security records that document the age at death …-based eligibility thresholds, I demonstrate that retirement can have both mortality-decreasing and mortality-increasing effects …

Persistent link: https://www.econbiz.de/10012041523

The rising longevity gap by lifetime earnings : distributional implications for the pension system

Haan, Peter; Kemptner, Daniel; Lüthen, Holger - 2017

This study uses German social security records to provide novel evidence about the heterogeneity in life expectancy by lifetime earnings and, additionally, documents the distributional implications of this earnings-related heterogeneity. We find a strong association between lifetime earnings and...

Persistent link: https://www.econbiz.de/10011758233