Shankar (2009) proposes a new investment strategy for retirees that bundles Treasury Inflation Protected Securities …

equity premium and longevity insurance in her retirement portfolio. Even without bequests, she will not fully annuitize …

equity premium and longevity insurance in her retirement portfolio. Even without bequests, she will not fully annuitize …

expected future utility from consumption by controlling consumption, investments and purchase of life insurance on each person …

The goal of this paper is to provide a critical overview of Moroccan insurance/pension fund investments in alternative … assets through data analysis techniques. The results show that the risk of reserve depletion and the investment restrictions … imposed by the regulator are not the real reasons why insurance companies / pension funds in our database reduce their …

We show that insurance companies have almost nonupled their investments in collateralized loan obligations (CLOs) in … that of loans and corporate bonds, and was characterized by a strong preference for mezzanine tranches rated investment … capital charges, insurance companies invest more heavily in bonds and CLO tranches with higher yields. Preferences for CLO …

interest rates. Evidence from the German insurance sector is consistent with such an amplification mechanism …

pressure on interest rates. Evidence from the German insurance sector is consistent with such an amplification mechanism …

elevated risk aversions and short‐term mispricing, and they can pursue illiquid investment opportunities. The turmoil we have … seen in the capital markets over the last decade has increased the competitive advantage of a long investment horizon …