Adaptive algorithmic annuities

MaRDI QIDQ3562653zbMATH OpenFDO

Authors Herbert Lüthy, P. L. Keller, Klemens Binswanger, B. Gmür

Publication date 27 May 2010

Full work available at URL http://www.actuaries.ch/images/getFile?t=bulletin&f=dokument&id=31

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Longevity-indexed life annuities
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Cited in

(13)

• Valuation of longevity-linked life annuities
• Tackling longevity risk by means of financial compensation
• Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach
• Affordable and adequate annuities with stable payouts: fantasy or reality?
• Bringing cost transparency to the life annuity market
• Longevity-indexed life annuities
• A computationally efficient algorithm for estimating the distribution of future annuity values under interest-rate and longevity risks
• Accelerating the premiums for annuities, life annuities and life insurance
• Tail index-linked annuity: a longevity risk sharing retirement plan
• An innovative design of flexible, bequest-enhanced life annuity with natural hedging
• Optimal risk classification with an application to substandard annuities
• Real longevity insurance with a deductible: introduction to advanced-life delayed annuities (ALDA)
• Mean-variance longevity risk-sharing for annuity contracts

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