Individual post-retirement longevity risk management under systematic mortality risk

DOI10.1016/j.insmatheco.2012.11.002zbMath1291.91113OpenAlexW1975753188MaRDI QIDQ2252283

John Piggott, Katja Hanewald, Michael Sherris

Publication date: 16 July 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.11.002

zbMATH Keywords

market frictionslongevity risklife annuityoptimal insurancegroup self-annuitization (GSA)

Mathematics Subject Classification ID

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