Advanced Search
MyIDEAS: Login

Zum systematischen Vergleich von Rentenversicherung und Fondsentnahmeplänen unter dem Aspekt des Kapitalverzehrrisikos

Contents:

Author Info

  • Abele, Susanne

    ()
    (Miami University, Department of Psychology)

  • Ehrhart, Karl-Martin

    ()
    (Universitaet Karlsruhe)

Registered author(s):

    Abstract

    A Systematic Comparison of Pension Annuities and Self-Annuitization under the Criterion of Capital Exhaustion is presented. The present paper further develops the paper of Albrecht/Goebel (SFB 504 discussion paper 00-31). New features are the evaluation of real estate funds, the consideration of real estate funds, the consideration of a 65 year old retiree and the consideration of the respective maximum and minimum funds for the evaluation period. The risk of self-annuitization is specified by the ruin probability of outliving one's wealth. It is assumed that the amount of withdrawal from the fund is equivalent to the constant annuity of the pension insurance contract. Again the determination of the ruin probability is the central objective of the paper.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sfb504.uni-mannheim.de/publications/dp01-05.pdf
    Download Restriction: no

    Bibliographic Info

    Paper provided by Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim in its series Sonderforschungsbereich 504 Publications with number 01-05.

    as in new window
    Length: 31 pages
    Date of creation: 15 Jan 2001
    Date of revision:
    Handle: RePEc:xrs:sfbmaa:01-05

    Note: Financial support from the Deutsche Forschungsgemeinschaft, SFB 504, at the University of Mannheim, is gratefully acknowledged.
    Contact details of provider:
    Postal: D-68131 Mannheim
    Phone: (49) (0) 621-292-2547
    Fax: (49) (0) 621-292-5594
    Email:
    Web page: http://www.sfb504.uni-mannheim.de/
    More information through EDIRC

    Web page: http://www.sfb504.uni-mannheim.de

    Order Information:
    Email:

    Related research

    Keywords:

    This paper has been announced in the following NEP Reports:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:xrs:sfbmaa:01-05. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Carsten Schmidt).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.