PARTICIPATING PAYOUT LIFE ANNUITIES: LESSONS FROM GERMANY
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Publication:5398348
DOI10.1017/asb.2013.10zbMath1292.91093OpenAlexW3125464958MaRDI QIDQ5398348
Ralph Rogalla, Ivonne Siegelin, Raimond H. Maurer
Publication date: 27 February 2014
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://repository.upenn.edu/cgi/viewcontent.cgi?article=1142&context=prc_papers
asset-liability managementsystematic longevity riskinvestment risksurplus distributionsurplus determination
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The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk ⋮ Accounting and actuarial smoothing of retirement payouts in participating life annuities ⋮ Nonparametric Estimation of Net Premium Functionals for Different Statuses in Collective Life Insurance ⋮ Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach ⋮ On risk charges and shadow account options in pension funds ⋮ Long guarantees with short duration: the rolling annuity ⋮ Affordable and adequate annuities with stable payouts: fantasy or reality? ⋮ Valuation of longevity-linked life annuities ⋮ Unisex pricing of German participating life annuities -- boon or bane for customer and insurance company? ⋮ On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes ⋮ Surplus participation schemes for life annuities under Solvency II ⋮ Optimal Portfolio Choice in Retirement With Participating Life Annuities
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