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Optimum and Risk-Class Pricing of Annuities

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Author Info
Eytan Sheshinski ()

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Abstract

When information on longevity (survival functions) is unknown early in life, individuals have an interest to insure themselves against future ’risk-class’ classification. Accordingly, the First-Best typically involves transfers across states of nature. Competitive equilibrium cannot provide such transfers if insurance firms are unable to precommit their customers. On the other hand, public insurance plans that do not distinguish between ’risk-class’ realizations are also inefficient. It is impossible, a-priori, to rank these alternatives from a welfare point of view.

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Publisher Info
Paper provided by Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem in its series Discussion Paper Series with number dp327.

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Length: 16 pages
Date of creation: Apr 2001
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Handle: RePEc:huj:dispap:dp327

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Related research
Keywords: longevity; survival functions; risk-class; transfers; retirement;

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Find related papers by JEL classification:
D8 - Microeconomics - - Information, Knowledge, and Uncertainty
G23 - Financial Economics - - Financial Institutions and Services - - - Pension Funds; Other Private Financial Institutions
H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions

Cited by:
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  1. Thomas Post, 2009. "Individual Welfare Gains from Deferred Life-Annuities under Stochastic Lee-Carter Mortality," SFB 649 Discussion Papers SFB649DP2009-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  2. Wenan Fei & Claude Fluet & Harris Schlesinger, 2008. "Uncertain Bequest Needs and Long-Term Insurance Contracts," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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This page was last updated on 2009-11-29.


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