The role of a longevity insurance for defined contribution pension systems

DOI10.1016/J.INSMATHECO.2021.03.020MaRDI QIDQ2038243zbMATH OpenOpenAlexFDO

Authors Solange Berstein, Marco Morales

Publication date 6 July 2021

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2021.03.020

zbMATH Keywords

deferred annuitiesdefined contribution pension systemslongevity insurance

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• Optimal purchasing of deferred income annuities when payout yields are mean-reverting

Cited in

(13)

• Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process
• A utility-based comparison of pension funds and life insurance companies under regulatory constraints
• When can insurers offer products that dominate delayed old-age pension benefit claiming?
• Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer?
• The effects of aging on notional defined contribution pension systems: a theoretical investigation
• Intertemporal utility of tax-deferred pension insurance based on Markov chain
• scientific article; zbMATH DE number 7266470 (Why is no real title available?)
• Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy
• Research on design innovation and pricing of our country's long-term care insurance
• Target benefit pension plan with longevity risk and intergenerational equity
• Decomposing changes in life annuities
• The Impact of Longevity Annuity Provision on Retirement Income Planning for Canadians—A Modified General Endogenous Grid Method
• Equilibrium multi-period investment strategy for a DC pension plan with incomplete information: Hidden Markov model

Describes a project that uses

Uses Software

• Human Mortality

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