Uniqueness of equilibrium with survival probability heterogeneity and endogenous annuity price

DOI10.1016/J.INSMATHECO.2024.08.004MaRDI QIDQ6665597zbMATH OpenFDO

Authors Sau-Him Paul Lau, Yinan Ying, Qi-lin Zhang

Publication date 17 January 2025

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

zbMATH Keywords

uniqueness of equilibriummutual dependenceannuitization choicesannuity pricesurvival probability heterogeneity

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• scientific article; zbMATH DE number 4020276 (Why is no real title available?)
• scientific article; zbMATH DE number 52448 (Why is no real title available?)
• A general quantile residual life model for length‐biased right‐censored data
• Capital Accumulation and Uncertain Lifetimes with Adverse Selection
• Inverse probability weighting methods for Cox regression with right-truncated data
• Lifetime dependence modelling using a truncated multivariate gamma distribution
• Modelling socio-economic mortality at neighbourhood level
• Nonexclusive competition in the market for lemons
• Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach
• Weighted Distributions and Size-Biased Sampling with Applications to Wildlife Populations and Human Families

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