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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Risk"
~subject:"Sterblichkeit"
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Sterblichkeit
Private Altersvorsorge
70
Private retirement provision
70
Lebensversicherung
44
Life insurance
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Altersvorsorge
41
Retirement provision
41
Theorie
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Theory
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Portfolio selection
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Sherris, Michael
4
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2
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Insurance / Mathematics & economics
Working paper / National Bureau of Economic Research, Inc.
11
CESifo working papers
10
NBER working paper series
10
Risks : open access journal
10
Astin bulletin : the journal of the International Actuarial Association
9
NBER Working Paper
9
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
7
Netspar Discussion Paper
7
Scandinavian actuarial journal
7
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
7
Journal of pension economics and finance
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Journal of economic dynamics & control
5
Journal of pension economics and finance : JPEF
5
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
5
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
UNSW Australian School of Business Research Paper
4
CFS working paper series
3
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
3
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Financial services review : the journal of individual financial management
3
Journal of public economics
3
The Geneva risk and insurance review
3
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
2
Asia-Pacific journal of risk and insurance : APJRI
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Economic challenges of pension systems : a sustainability and international management perspective
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Financial analysts' journal : FAJ
2
International review of financial analysis
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Journal of banking & finance
2
Journal of economic behavior & organization : JEBO
2
MEA discussion papers
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Macroeconomic dynamics
2
Münchener Wirtschaftswissenschaftliche Beiträge : BWL ; discussion paper
2
OECD working papers on insurance and private pensions
2
Pensions : an international journal
2
Prague economic papers : a bimonthly journal of economic theory and policy
2
Problems and perspectives in management : PPM ; international research journal
2
Quantitative finance
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
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:
12
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:
13
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:
14
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:
15
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:
16
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:
17
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:
18
Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Horneff, Vanya
;
Maurer, Raimond
;
Mitchell, Olivia S.
; …
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 91-107
Persistent link: https://www.econbiz.de/10011349847
Saved in:
19
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:
20
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:
21
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
Saved in:
22
Jump diffusion transition intensities in life insurance and disability annuity
Jang, Jiwook
;
Siti Norafidah Mohd Ramli
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 440-451
Persistent link: https://www.econbiz.de/10011398140
Saved in:
23
Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 5-15
Persistent link: https://www.econbiz.de/10011312092
Saved in:
24
Systematic mortality risk : an analysis of guaranteed lifetime withdrawal benefits in variable annuities
Fung, Man Chung
;
Ignatieva, Ekaterina
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 103-115
Persistent link: https://www.econbiz.de/10010437618
Saved in:
25
Bringing cost transparency to the life annuity market
Donnelly, Catherine
;
Guillén, Montserrat
;
Nielsen, …
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 14-27
Persistent link: https://www.econbiz.de/10010385045
Saved in:
26
The determinants of mortality heterogeneity and implications for pricing annuities
Meyricke, Ramona
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 379-387
Persistent link: https://www.econbiz.de/10010195916
Saved in:
27
Heterogeneity of Australian mortality and implications for a viable life annuity market
Su, Shu
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10009669611
Saved in:
28
Analytical calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 636-648
Persistent link: https://www.econbiz.de/10009683199
Saved in:
29
Longevity risk in pension annuities with exchange options : the effect of product design
Stevens, Ralph
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 222-234
Persistent link: https://www.econbiz.de/10003953356
Saved in:
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