Optimal consumption and annuity equivalent wealth with mortality model uncertainty
Zhengming Li, Yang Shen, Jianxi Su
| Year of publication: |
2025
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|---|---|
| Authors: | Li, Zhengming ; Shen, Yang ; Su, Jianxi |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 120.2025, p. 159-188
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| Subject: | Annuity puzzle | Complete annuity market | Complete bond market | Model risk | Perturbation analysis | Sterblichkeit | Mortality | Theorie | Theory | Risiko | Risk | Rentenmarkt | Bond market | Portfolio-Management | Portfolio selection | Altersvorsorge | Retirement provision | Private Altersvorsorge | Private retirement provision | Risikomodell | Risk model | Lebensversicherung | Life insurance | Lebenszyklus | Life cycle | Sparen | Savings | Leibrente | Life annuity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.11.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015431894