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Private Altersvorsorge
70
Private retirement provision
70
Lebensversicherung
44
Life insurance
44
Altersvorsorge
41
Retirement provision
41
Theorie
38
Theory
38
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Sterblichkeit
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Variable annuities
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Altersgrenze
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Annuity
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Gesetzliche Rentenversicherung
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Public pension system
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Retirement
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Sherris, Michael
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Chen, An
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Feng, Runhuan
3
Lin, X. Sheldon
3
Mitchell, Olivia S.
3
Shevchenko, Pavel V.
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Guillén, Montserrat
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Maurer, Raimond
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Shen, Yang
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Ziveyi, Jonathan
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Insurance / Mathematics & economics
NBER working paper series
78
Working paper / National Bureau of Economic Research, Inc.
75
Journal of pension economics and finance
61
NBER Working Paper
56
CESifo working papers
37
MEA discussion papers
34
Netspar Discussion Paper
33
Discussion paper / The Pensions Institute, Cass Business School, City University
26
Pensions : an international journal
25
Risks : open access journal
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
23
Discussion paper series / IZA
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Financial services review : the journal of individual financial management
20
Journal of public economics
19
Journal of pension economics and finance : JPEF
18
Policy research working paper : WPS
18
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
17
ASTIN bulletin : the journal of the International Actuarial Association
15
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
15
SpringerLink / Bücher
15
Astin bulletin : the journal of the International Actuarial Association
14
CESifo Working Paper Series
14
Private pensions series
14
The varieties of pension governance : pension privatization in Europe
14
International social security review
13
Lessons from pension reform in the Americas
13
Supervising private pensions : institutions and methods
13
The journal of risk and insurance : the journal of the American Risk and Insurance Association
13
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
13
Journal of banking & finance
12
Michigan Retirement Research Center Research Paper
12
Scandinavian actuarial journal
12
IFS reports
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IFS working paper
11
Journal of economic behavior & organization : JEBO
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1
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
2
Insuring longevity risk and long-term care : bequest, housing and liquidity
Xu, Mengyi
;
Alonso-García, Jennifer
;
Sherris, Michael
; …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 121-141
Persistent link: https://www.econbiz.de/10014317139
Saved in:
3
Managing reputational risk in the decumulation phase of a pension fund
Boado-Penas, M. Carmen
;
Brinker, Leonie V.
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 52-68
Persistent link: https://www.econbiz.de/10014282469
Saved in:
4
Joint life care annuities to help retired couples to finance the cost of long-term care
Ventura Marco, Manuel
;
Vidal-Meliá, Carlos
; …
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 122-139
Persistent link: https://www.econbiz.de/10014466207
Saved in:
5
Two-phase selection of representative contracts for valuation of large variable annuity portfolios
Jiang, Ruihong
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 293-309
Persistent link: https://www.econbiz.de/10014466217
Saved in:
6
Valuing guaranteed minimum accumulation benefits by a change of numéraire approach
Huang, Yiming
;
Mamon, Rogemar
;
Xiong, Heng
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013198316
Saved in:
7
Care-dependent tontines
Chen, An
;
Chen, Yusha
;
Xu, Xian
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 69-89
Persistent link: https://www.econbiz.de/10013380463
Saved in:
8
Refundable income annuities : feasibility of money-back guarantees
Milevsky, Moshe Arye
;
Salisbury, Thomas S.
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 175-193
Persistent link: https://www.econbiz.de/10013348997
Saved in:
9
Annuity and insurance choice under habit formation
Boyle, Phelim P.
;
Tan, Ken Seng
;
Wei, Pengyu
;
Zhuang, …
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 211-237
Persistent link: https://www.econbiz.de/10013349013
Saved in:
10
Optimal investment for a retirement plan with deferred annuities
Owadally, Iqbal
;
Jang, Chul
;
Clare, Andrew D.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 51-62
Persistent link: https://www.econbiz.de/10012545262
Saved in:
11
A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems
Chávez-Bedoya, Luis
;
Castaneda, Ranu
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 7-23
Persistent link: https://www.econbiz.de/10012491955
Saved in:
12
Variable annuities : market incompleteness and policyholder behavior
Moenig, Thorsten
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012649208
Saved in:
13
Batch mode active learning framework and its application on valuing large variable annuity portfolios
Gweon, Hyukjun
;
Li, Shu
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 105-115
Persistent link: https://www.econbiz.de/10012649211
Saved in:
14
The role of a longevity insurance for defined contribution pension systems
Berstein J., Solange
;
Morales, Marco
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 233-240
Persistent link: https://www.econbiz.de/10012649230
Saved in:
15
Macro longevity risk and the choice between annuity products : evidence from Denmark
Balter, Anne G.
;
Kallestrup-Lamb, Malene
;
Rangvid, Jesper
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 355-362
Persistent link: https://www.econbiz.de/10012649237
Saved in:
16
Fees in tontines
Chen, An
;
Guillén, Montserrat
;
Rach, Manuel Matthias
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 89-106
Persistent link: https://www.econbiz.de/10012622383
Saved in:
17
Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 408-428
Persistent link: https://www.econbiz.de/10012622402
Saved in:
18
Optimal retirement products under subjective mortality beliefs
Chen, An
;
Hieber, Peter
;
Rach, Manuel Matthias
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10012793909
Saved in:
19
Optimal annuity demand for general expected utility agents
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Levante, Lucia
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 70-79
Persistent link: https://www.econbiz.de/10012793910
Saved in:
20
Fast and efficient nested simulation for large variable annuity portfolios : a surrogate modeling approach
Lin, X. Sheldon
;
Yang, Shuai
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 85-103
Persistent link: https://www.econbiz.de/10012241991
Saved in:
21
Sustainability of pension systems with voluntary participation
Romp, Ward E.
;
Beetsma, Roel
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 125-140
Persistent link: https://www.econbiz.de/10012294089
Saved in:
22
Optimal allocation to deferred income annuities
Habib, F.
;
Huang, H.
;
Mauskopf, A.
;
Nikolic, B.
; …
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 94-104
Persistent link: https://www.econbiz.de/10012169505
Saved in:
23
Quantitative modeling of risk management strategies : stochastic reserving and hedging of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Saved in:
24
Affordable and adequate annuities with stable payouts : fantasy or reality?
Bilsen, Servaas van
;
Linders, Daniël
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 19-42
Persistent link: https://www.econbiz.de/10012058681
Saved in:
25
Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes?
Gutierrez, Tomás
;
Pagnoncelli, Bernardo
;
Valladão, Davi
; …
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 134-144
Persistent link: https://www.econbiz.de/10012058848
Saved in:
26
Modern tontine with bequest : innovation in pooled annuity products
Bernhardt, Thomas
;
Donnelly, Catherine
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 168-188
Persistent link: https://www.econbiz.de/10012058859
Saved in:
27
A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans
Li, Yuying
;
Forsyth, Peter A.
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 189-204
Persistent link: https://www.econbiz.de/10012058861
Saved in:
28
Options on tontines : an innovative way of combining tontines and annuities
Chen, An
;
Rach, Manuel
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 182-192
Persistent link: https://www.econbiz.de/10012133527
Saved in:
29
Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
Tang, Mei-Ling
;
Chen, Son-nan
;
Lai, Gene C.
;
Wu, Ting-Pin
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 87-104
Persistent link: https://www.econbiz.de/10011825223
Saved in:
30
Valuation of longevity-linked life annuities
Bravo, Jorge Miguel Ventura
;
Mekkaoui-de Freitas, Najat el-
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 212-229
Persistent link: https://www.econbiz.de/10011825268
Saved in:
31
Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits : a variance reduction approach
Hsieh, Ming-hua
;
Wang, Jennifer L.
;
Chiu, Yu-Fen
;
Chen, …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 246-254
Persistent link: https://www.econbiz.de/10011825282
Saved in:
32
Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial markets
Kurtbegu, Enareta
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 286-300
Persistent link: https://www.econbiz.de/10011825309
Saved in:
33
Annuitization and asset allocation under exponential utility
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
Saved in:
34
Optimal consumption, investment and housing with means-tested public pension in retirement
Andréasson, Johan G.
;
Shevchenko, Pavel V.
;
Novikov, …
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 32-47
Persistent link: https://www.econbiz.de/10011740706
Saved in:
35
Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits
Feng, Runhuan
;
Jing, Xiaochen
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 36-48
Persistent link: https://www.econbiz.de/10011691495
Saved in:
36
Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate
Shevchenko, Pavel V.
;
Luo, Xiaolin
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 104-117
Persistent link: https://www.econbiz.de/10011774788
Saved in:
37
Modeling partial Greeks of variable annuities with dependence
Gan, Guojun
;
Valdez, Emiliano
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 118-134
Persistent link: https://www.econbiz.de/10011774791
Saved in:
38
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
Menoncin, Francesco
;
Vigna, Elena
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 172-184
Persistent link: https://www.econbiz.de/10011774817
Saved in:
39
Semi-static hedging of variable annuities
Bernard, Carole
;
Kwak, Minsuk
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 173-186
Persistent link: https://www.econbiz.de/10011457236
Saved in:
40
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
Saved in:
41
Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
Liang, Xiaoqing
;
Tsai, Cary Chi-Liang
;
Lu, Yi
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 150-161
Persistent link: https://www.econbiz.de/10011597256
Saved in:
42
A neural network approach to efficient valuation of large portfolios of variable annuities
Hejazi, Seyed Amir
;
Jackson, Kenneth R.
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 169-181
Persistent link: https://www.econbiz.de/10011597261
Saved in:
43
Move-based hedging of variable annuities : a semi-analytic approach
Lin, X. Sheldon
;
Wu, Panpan
;
Wang, Xiao
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 40-49
Persistent link: https://www.econbiz.de/10011630601
Saved in:
44
Longevity risk and retirement income tax efficiency : a location spending rate puzzle
Huang, Huaxiong
;
Milevsky, Moshe Arye
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 50-62
Persistent link: https://www.econbiz.de/10011630606
Saved in:
45
Accounting and actuarial smoothing of retirement payouts in participating life annuities
Maurer, Raimond
;
Mitchell, Olivia S.
;
Rogalla, Ralph
; …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 268-283
Persistent link: https://www.econbiz.de/10011630840
Saved in:
46
Impact of volatility clustering on equity indexed annuities
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 367-381
Persistent link: https://www.econbiz.de/10011630885
Saved in:
47
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
Shen, Yang
;
Sherris, Michael
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011530941
Saved in:
48
Optimal retirement income tontines
Milevsky, Moshe Arye
;
Salisbury, Thomas S.
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 91-105
Persistent link: https://www.econbiz.de/10011397946
Saved in:
49
Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
Steinorth, Petra
;
Mitchell, Olivia S.
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 246-258
Persistent link: https://www.econbiz.de/10011398047
Saved in:
50
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr
;
Yang, Sharon S.
;
Liu, Liang-Chih
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
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