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Deferred life annuities : on the combined effects of stochastic mortality and interest rates

Mahayni, Antje; Steuten, Daniel - 2010

Persistent link: https://www.econbiz.de/10013441313

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

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

Benefit volatility-targeting strategies in lifetime pension pools

Bégin, Jean-François; Sanders, Barbara - In: Insurance : mathematics and economics 118 (2024), pp. 72-94

Persistent link: https://www.econbiz.de/10015067021

Annuities for an Ageing World

Mitchell, Olivia S.; McCarthy, David Glen - 2021

Substantial research attention has been devoted to the pension accumulation process, whereby employees and those advising them work to accumulate funds for retirement. Until recently, less analysis has been devoted to the pension decumulation process -- the process by which retirees finance...

Persistent link: https://www.econbiz.de/10013229333

Adverse selection with individual- and joint-life annuities

Pech, Susanne - 2004

Persistent link: https://www.econbiz.de/10002519721

Portfolio decisions on life annuities and financial assets with longevity and income uncertainty

Pech, Susanne - 2004

Persistent link: https://www.econbiz.de/10002519749

Fixed and variable longevity annuities in defined contribution plans : optimal retirement portfolios taking social security into account

Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - 2023

This paper investigates retirees' optimal purchases of fixed and variable longevity income annuities using their defined contribution (DC) plan assets and given their expected Social Security benefits. As an alternative, we also evaluate using plan assets to boost Social Security benefits...

Persistent link: https://www.econbiz.de/10013554899

Examining the impact of mortality improvements on the attractiveness of annuity products : a focus on the mortality drag

Lee, Dong-hwa; Ahn, Keunbae - In: Economics letters 242 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015079992

Lee-Carter and the macroeconomy

Hanewald, Katja - 2009

Using data for six OECD countries, this paper studies the effect of macroeconomic conditions on the mortality index kt … relationship between the state of the economy and mortality is found to change from procyclical to countercyclical in all six … variation in the mortality index. -- Demography ; Lee-Carter ; business cycle ; time series model …

Persistent link: https://www.econbiz.de/10003796260