Longevity-Indexed Life Annuities
From MaRDI portal
Publication:3005354
DOI10.1080/10920277.2011.10597611zbMath1213.91088OpenAlexW2088798089MaRDI QIDQ3005354
Steven Haberman, Michel M. Denuit, Arthur E. Renshaw
Publication date: 7 June 2011
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/4036/1/INDEX_LONGEVITY_revision.pdf
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (12)
Accounting and actuarial smoothing of retirement payouts in participating life annuities ⋮ Tackling longevity risk by means of financial compensation ⋮ Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach ⋮ Dynamic Strategies for Defined Benefit Pension Plans Risk Management ⋮ Stochastic Actuarial Valuations in Double-Indexed Pension Annuity Assessment ⋮ Tail index-linked annuity: A longevity risk sharing retirement plan ⋮ Long guarantees with short duration: the rolling annuity ⋮ A dynamic equivalence principle for systematic longevity risk management ⋮ Target benefit pension plan with longevity risk and intergenerational equity ⋮ Valuation of longevity-linked life annuities ⋮ PARTICIPATING PAYOUT LIFE ANNUITIES: LESSONS FROM GERMANY ⋮ Would you prefer your retirement income to depend on your life expectancy?
Cites Work
- Unnamed Item
- Distribution of the random future life expectancies in log-bilinear mortality projection models
- Measuring the effect of mortality improvements on the cost of annuities
- Demand and adverse selection in a pooled annuity fund
- Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
- Comonotonic approximations to quantiles of life annuity conditional expected present value
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap
This page was built for publication: Longevity-Indexed Life Annuities
