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Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr; Yang, Sharon S.; Liu, Liang-Chih - In: Insurance / Mathematics & economics 64 (2015), pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
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Systematic mortality risk : an analysis of guaranteed lifetime withdrawal benefits in variable annuities
Fung, Man Chung; Ignatieva, Ekaterina; Sherris, Michael - In: Insurance / Mathematics & economics 58 (2014), pp. 103-115
Persistent link: https://www.econbiz.de/10010437618
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Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio; Rotondi, Francesco - In: Insurance / Mathematics & economics 112 (2023), pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
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Coping with longevity via hedging : fair dynamic valuation of variable annuities
Chen, Ze; Feng, Runhuan; Li, Hong; Yang, Tianyu - In: Insurance : mathematics and economics 117 (2024), pp. 154-169
Persistent link: https://www.econbiz.de/10015066964
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Capital allocation to meet mortality risks for life annuities
Olivieri, Annamaria; Pitacco, Ermanno - In: The ICFAI university journal of financial risk … 6 (2009) 1, pp. 36-54
Persistent link: https://www.econbiz.de/10003837541
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Actuarial fairness and solidarity in pooled annuity funds
Donnelly, Catherine W. - In: Astin bulletin : the journal of the International … 45 (2015) 1, pp. 49-74
Persistent link: https://www.econbiz.de/10010506429
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Designing annuities with flexibility opportunities in an uncertain mortality scenario
Olivieri, Annamaria - In: Risks : open access journal 9 (2021) 11, pp. 1-18
mortality/longevity experience. This way, guarantees are relaxed in respect of traditional annuity arrangements. On the other … hand, while the annuitant is exposed to the risk of a future reduction of the benefit amount because of higher longevity … in the case of higher mortality. Flexibility in the annuity design could be welcomed by individuals, as the conservative …
Persistent link: https://www.econbiz.de/10012703078
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Solvency measurement of life annuity products
Diffouo, Pauline M. Ngugnie; Devolder, Pierre - In: International journal of theoretical and applied … 25 (2022) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10013189960
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Demographic risk in deep-deferred annuity valuation
Ji, Min; Zhou, Rui - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 286-314
Persistent link: https://www.econbiz.de/10011820667
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Insuring longevity risk and long-term care : bequest, housing and liquidity
Xu, Mengyi; Alonso-García, Jennifer; Sherris, Michael; … - In: Insurance / Mathematics & economics 111 (2023), pp. 121-141
Persistent link: https://www.econbiz.de/10014317139