Risk-Seeking Behavior and Its Implications for the Optimal Decision Making of Annuity Insurers

DOI10.1080/10920277.2021.1977144zbMATH Open1520.91316OpenAlexW3210276331MaRDI QIDQ6107668FDOQ6107668

Authors: Cuixia Chen, Yijia Lin, Ming Zhou 

Publication date: 3 July 2023

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2021.1977144

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Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Modeling and forecasting U.S. mortality. (With discussion)
• Advances in prospect theory: cumulative representation of uncertainty
• Prospect Theory: An Analysis of Decision under Risk
• Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
• Title not available (Why is that?)
• Behavioral portfolio selection with loss control
• De-risking defined benefit plans
• Securitization of catastrophe mortality risks
• Optimal longevity risk transfer and investment strategies
• Greed, leverage, and potential losses: a prospect theory perspective
• Pension risk management with funding and buyout options

Cited In (1)

• Demand and adverse selection in a pooled annuity fund

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