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Optimal initiation of a GLWB in a variable annuity : no arbitrage approach

Huang, H.; Milevsky, Moshe Arye; Salisbury, T. S. - In: Insurance / Mathematics & economics 56 (2014), pp. 102-111

Persistent link: https://www.econbiz.de/10010385020

Bringing cost transparency to the life annuity market

Donnelly, Catherine; Guillén, Montserrat; Nielsen, … - In: Insurance / Mathematics & economics 56 (2014), pp. 14-27

Persistent link: https://www.econbiz.de/10010385045

Life insurance and pension contracts I : the time additive life cycle model

Aase, Knut K. - 2014

Persistent link: https://www.econbiz.de/10010336420

Pension demand and utility : the life annuity puzzle

Cipra, Tomáš - In: Finance a úvěr 64 (2014) 3, pp. 213-232

Persistent link: https://www.econbiz.de/10010373386

Life insurance and pension contracts II : the life cycle model with recursive utility

Aase, Knut K. - In: Astin bulletin : the journal of the International … 46 (2016) 1, pp. 71-102

Persistent link: https://www.econbiz.de/10011485135

The uncertainty risk driver within a life annuity context : an overvierw

Di Lorenzo, Emilia; Sibillo, Marilena - In: Problems and perspectives in management : PPM ; … 13 (2015) 3, pp. 18-27

Persistent link: https://www.econbiz.de/10011502227

Spouses' dependence across generations and pricing impact on reversionary annuities

Luciano, Elisa; Spreeuw, Jaap; Vigna, Elena - In: Risks : open access journal 4 (2016) 2, pp. 1-18

This paper studies the dependence between coupled lives, i.e., the spouses' dependence, across different generations, and its effects on prices of reversionary annuities in the presence of longevity risk. Longevity risk is represented via a stochastic mortality intensity. We find that a...

Persistent link: https://www.econbiz.de/10011507502

The risk of variable annuity guarantees and life insurer capital

Baranoff, Etti; Sager, Thomas; Shi, Bo - In: Asia-Pacific journal of risk and insurance : APJRI 10 (2016) 2, pp. 155-192

Persistent link: https://www.econbiz.de/10011537225

A tragedy of annuitization? : longevity insurance in general equilibrium

Heijdra, Ben J.; Mierau, Jochen O.; Reijnders, Laurie S. M. - In: Macroeconomic dynamics 18 (2014) 7, pp. 1607-1634

Persistent link: https://www.econbiz.de/10010467918

State-dependent fees for variable annuity guarantees

Bernard, Carole; Hardy, Mary Rosalyn; MacKay, Anne - In: Astin bulletin : the journal of the International … 44 (2014) 3, pp. 559-585

Persistent link: https://www.econbiz.de/10010407950