Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach. [PDF]
Eur Actuar J, 2022 Bravo JM.
europepmc +1 more source
Annuities in Switzerland [PDF]
Switzerland's pension system has attracted considerable attention, mainly due to its reliance on a three-pillar structure. A relatively small pay-as-you-go system (first pillar) is complemented by a mandatory, employer-based, fully funded occupational ...
Butler, Monika, Ruesch, Martin
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Lea Ferreira Camillo-Coura (★1932 †2023) Always first. [PDF]
Rev Soc Bras Med Trop, 2023 Daniel-Ribeiro CT, Silva Filho OFD.
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A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate. [PDF]
Starting from the moment generating function of the annuity certain with stochastic interest rate written by means of a time discretization of the Wiener process as an n-fold integral, a straightforward evaluation of the corresponding distribution ...
De Schepper, A +3 more
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On a gap between rational annuitization price for producer and price for customer
, 2018 The paper studies pricing of insurance products focusing on the pricing of annuities under uncertainty. This pricing problem is crucial for financial decision making and was studied intensively, however, many open questions still remain.
Dokuchaev, Nikolai
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The Tragedy of Annuitization [PDF]
We construct a tractable discrete-time overlapping generations model of a closed economy and use it to study government redistribution of accidental bequests and private annuities in general equilibrium.
Heijdra, Ben J. +2 more
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Local religious beliefs and insurance companies' risk-taking behaviour. [PDF]
Geneva Pap Risk Insur Issues Pract, 2022 Berry-Stölzle TR, Xu J.
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The Cost of Annuities: Implications for Saving Behavior and Bequests [PDF]
The fact that most eldealy individuals in the United States choose to maintain a flat age-wealth profile, rather than buy individual life annuities, stands in contrast to central implications of the standard life-cycle model of consumption-saving ...
Benjamin M. Friedman, Mark Warshawsky
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VARIABLE ANNUITIES: A NEW CONCEPT FOR MEETING INFLATION *) [PDF]
MAB, 1956 William C. Greenough
doaj +3 more sources
Portfolio decisions on life annuities and financial assets with longevity and income uncertainty [PDF]
There are two stylised facts, namely weak demand for life-annuities and flat age-wealth profile that contradict the life-cycle hypothesis. In this paper we design a theoretical framework, which combines plausible arguments, which have been put forward in
Susanne Pech
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