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Special issue "Actuarial and financial risks in life insurance, pensions and household finance"

Regis, Luca - In: Risks : open access journal 5 (2017) 4, pp. 1-2

Persistent link: https://www.econbiz.de/10011783050

Proposal for a comprehensive retirement insurance solution (CRIS) to mitigate retirement risk based on theory of change

Łyskawa, Krzysztof; Bielawska, Kamila - In: Economics and business review 10 (2024) 2, pp. 7-30

Persistent link: https://www.econbiz.de/10014636392

Applications of forward mortality factor models in life insurance practice

Zhu, Nan; Bauer, Daniel - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 567-594

Persistent link: https://www.econbiz.de/10009503507

Analysis of survivorship life insurance portfolios with stochastic rates of return

Chen, Li; Lin, Luyao; Lu, Yi; Parker, Gary - In: Insurance / Mathematics & economics 75 (2017), pp. 16-31

Persistent link: https://www.econbiz.de/10011740696

Valuation of a Guaranteed Minimum Maturity Benefit in a Self-exciting Stochastic Mortality Model

Baños, David; Hausken Sande, Åsmund; Sgarra, Carlo - 2022

insurance companies. The value of this benefit depends on several processes assumed to describe both the mortality and the … literature is devoted to the valuation of GMMB for different mortality models, in particular when the mortality dynamics is … described by affine models of diffusion type. In the present paper we assume for the mortality dynamics a self …

Persistent link: https://www.econbiz.de/10014238786

Evaluating pension insurance pricing

Babbel, David F. - In: Journal of pension economics and finance 14 (2015) 2, pp. 186-201

Persistent link: https://www.econbiz.de/10011338293

On stochastic mortality modeling

Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 393-404

Persistent link: https://www.econbiz.de/10009517554

On stochastic mortality modeling

Plat, Richard - 2009

Persistent link: https://www.econbiz.de/10003814814

The tragedy of annuitization

Heijdra, Ben J.; Mierau, Jochen O.; Reijnders, Laurie S. M. - 2010

. -- longevity risk ; risk sharing ; overlapping generations ; intergenerational transfers ; annuity markets … redistribution of accidental bequests and private annuities in general equilibrium. Individuals face longevity risk as there is a …

Persistent link: https://www.econbiz.de/10003994548

The tragedy of annuitization

Heijdra, Ben J.; Mierau, Jochen O.; Reijnders, Laurie S. M. - 2011

Persistent link: https://www.econbiz.de/10009228946