Unisex pricing of German participating life annuities -- boon or bane for customer and insurance company?

DOI10.1016/j.insmatheco.2017.09.012zbMath1398.91317OpenAlexW2761493656MaRDI QIDQ1697242

Barbara Kaschützke, Ivonne Siegelin, Sandy Bruszas, Raimond H. Maurer

Publication date: 15 February 2018

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.09.012

zbMATH Keywords

stochastic mortalityasset liability modelgender compositiongender-neutral pricinglifetime utilityparticipating life annuity

Mathematics Subject Classification ID

Related Items (5)

DISCRIMINATION-FREE INSURANCE PRICING ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Surplus participation schemes for life annuities under Solvency II ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update ⋮ Optimal Portfolio Choice in Retirement With Participating Life Annuities

Cites Work

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• Mortality regimes and longevity risk in a life annuity portfolio
• PARTICIPATING PAYOUT LIFE ANNUITIES: LESSONS FROM GERMANY
• Estimating International Adverse Selection in Annuities

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