Macro longevity risk and the choice between annuity products: evidence from Denmark
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Publication:2038260
DOI10.1016/j.insmatheco.2021.04.009zbMath1467.91130OpenAlexW3157155177MaRDI QIDQ2038260
Anne G. Balter, Jesper Rangvid, Malene Kallestrup-Lamb
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.2021.04.009
Applications of statistics to actuarial sciences and financial mathematics (62P05) Empirical decision procedures; empirical Bayes procedures (62C12) Actuarial mathematics (91G05)
Cites Work
- Modeling and Forecasting U.S. Mortality
- The double-gap life expectancy forecasting model
- Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
- Existence of optimal consumption strategies in markets with longevity risk
- Optimal asset allocation in life annuities: a note.
- Exchanging uncertain mortality for a cost
- Individual post-retirement longevity risk management under systematic mortality risk
- THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VARIABLE ANNUITIES
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