The role of a longevity insurance for defined contribution pension systems

DOI10.1016/j.insmatheco.2021.03.020zbMath1467.91131OpenAlexW3153100765MaRDI QIDQ2038243

Solange Berstein, Marco Morales

Publication date: 6 July 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.03.020

zbMATH Keywords

longevity insurancedeferred annuitiesdefined contribution pension systems

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process

Uses Software

• Human Mortality

Cites Work

• Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting*

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