Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk
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- Hanewald, Katja & Piggott, John & Sherris, Michael, 2013. "Individual post-retirement longevity risk management under systematic mortality risk," Insurance: Mathematics and Economics, Elsevier, vol. 52(1), pages 87-97.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- M. A. Milevsky & T. S. Salisbury, 2016. "Equitable retirement income tontines: Mixing cohorts without discriminating," Papers 1610.09384, arXiv.org.
- Shao, Adam W. & Hanewald, Katja & Sherris, Michael, 2015. "Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 76-90.
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- Catherine Donnelly, 2013. "Actuarial fairness and solidarity in pooled annuity funds," Papers 1311.5120, arXiv.org, revised Jul 2014.
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"A stochastic forward-looking model to assess the profitability and solvency of European insurers,"
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137, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
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More about this item
KeywordsLongevity risk; optimal insurance; life annuity; group self-annuitization (GSA); market frictions;
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- 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
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