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Longevity-indexed life annuities

Author

Listed:
  • Denuit, Michel
  • Haberman, Steven
  • Renshaw, Arthur

Abstract

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Suggested Citation

  • Denuit, Michel & Haberman, Steven & Renshaw, Arthur, 2011. "Longevity-indexed life annuities," LIDAM Reprints ISBA 2011024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2011024
    Note: In : North American Actuarial Journal, no. 15, p. 97-111 (2011)
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    Citations

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    Cited by:

    1. Homa Magdalena, 2020. "Mathematical Reserves vs Longevity Risk in Life Insurances," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 24(1), pages 23-38, March.
    2. Moshe A. Milevsky & Thomas S. Salisbury, 2024. "The Riccati Tontine: How to Satisfy Regulators on Average," Papers 2402.14555, arXiv.org.
    3. Jorge Miguel Bravo, 2019. "Funding for longer lives. Retirement wallet and risk-sharing annuities," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 96(02), pages 268-291.
    4. Hanbali, Hamza & Denuit, Michel & Dhaene, Jan & Trufin, Julien, 2019. "A dynamic equivalence principle for systematic longevity risk management," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 158-167.
    5. Benjamin Avanzi & Lewis de Felice, 2023. "Optimal Strategies for the Decumulation of Retirement Savings under Differing Appetites for Liquidity and Investment Risks," Papers 2312.14355, arXiv.org, revised Mar 2024.
    6. Annamaria Olivieri, 2021. "Designing Annuities with Flexibility Opportunities in an Uncertain Mortality Scenario," Risks, MDPI, vol. 9(11), pages 1-18, October.
    7. Bravo, Jorge Miguel & El Mekkaoui de Freitas, Najat, 2018. "Valuation of longevity-linked life annuities," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 212-229.
    8. Bommier, Antoine & Schernberg, Hélène, 2021. "Would you prefer your retirement income to depend on your life expectancy?," Journal of Economic Theory, Elsevier, vol. 191(C).

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