Managing Systematic Mortality Risk with Group Self Pooling and Annuitisation Schemes
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References listed on IDEAS
- John Piggott & Emiliano A. Valdez & Bettina Detzel, 2005. "The Simple Analytics of a Pooled Annuity Fund," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(3), pages 497-520.
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More about this item
KeywordsGroup self-annuitisation; pooled annuity; longevity risk; extreme value distribution; Gompertz-Makeham mortality;
- D02 - Microeconomics - - General - - - Institutions: Design, Formation, Operations, and Impact
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- J26 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Retirement; Retirement Policies
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