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Intergenerational actuarial fairness when longevity increases : amending the retirement age
Bravo, Jorge Miguel Ventura; Ayuso, Mercedes; Holzmann, … - In: Insurance / Mathematics & economics 113 (2023), pp. 161-184
Persistent link: https://www.econbiz.de/10014466210
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Calculation of changes in life expectancy based on proportional hazards model of an intervention
Kulinskaya, Elena; Gitsels, Lisanne A.; Bakbergenuly, Ilyas - In: Insurance / Mathematics & economics 93 (2020), pp. 27-35
Persistent link: https://www.econbiz.de/10012294049
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Optimal retirement consumption with a stochastic force of mortality
Huang, Huaxiong; Milevsky, Moshe Arye; Salisbury, Thomas S. - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 282-291
Persistent link: https://www.econbiz.de/10009668336
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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
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The effect of longevity drift and investment volatility on income sufficiency in retirement
Mayhew, Leslie; Smith, David; Wright, Douglas - In: Insurance / Mathematics & economics 78 (2018), pp. 201-211
Persistent link: https://www.econbiz.de/10011825263
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The economics of sharing macro-longevity risk
Broeders, Dirk; Mehlkopf, Roel; Ool, Annick van - In: Insurance / Mathematics & economics 99 (2021), pp. 440-458
Persistent link: https://www.econbiz.de/10012649242
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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
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Longevity bond premiums : the extreme value approach and risk cubic pricing
Chen, Hua; Cummins, John David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 150-161
Persistent link: https://www.econbiz.de/10003953327
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A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
Kogure, Atsuyuki; Kurachi, Yoshiyuki - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 162-172
Persistent link: https://www.econbiz.de/10003953330
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Mortality risk modeling : applications to insurance securitization
Cox, Samuel H.; Lin, Yijia; Pedersen, Hal - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 242-253
Persistent link: https://www.econbiz.de/10003953369