Optimal retirement products under subjective mortality beliefs
From MaRDI portal
Publication:2665840
DOI10.1016/j.insmatheco.2020.07.002zbMath1475.91291OpenAlexW2968729933MaRDI QIDQ2665840
An Chen, Manuel Rach, Peter Hieber
Publication date: 19 November 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.07.002
Related Items (3)
Care-dependent tontines ⋮ Optimal portfolio selection with life insurance under subjective survival belief and habit formation ⋮ MODERN LIFE-CARE TONTINES
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Modeling and Forecasting U.S. Mortality
- Optimal retirement income tontines
- Demand and adverse selection in a pooled annuity fund
- Optimal consumption and portfolio choice for pooled annuity funds
- Naive, resolute or sophisticated? A study of dynamic decision making
- The annuity puzzle remains a puzzle
- Cohort and target age effects on subjective survival probabilities: implications for models of the retirement phase
- A parsimonious model of subjective life expectancy
- Exchanging uncertain mortality for a cost
- A dynamic equivalence principle for systematic longevity risk management
- Modern tontine with bequest: innovation in pooled annuity products
- Bringing cost transparency to the life annuity market
- Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion
- ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS
- EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING
- TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN
- ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES
This page was built for publication: Optimal retirement products under subjective mortality beliefs
