Demand and adverse selection in a pooled annuity fund

DOI10.1016/j.insmatheco.2006.02.011zbMath1098.91078MaRDI QIDQ849597

Liang Wang, John Piggott, Emiliano A. Valdez

Publication date: 31 October 2006

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.02.011

zbMATH Keywords

adverse selection; annuities; group self-annuitization

Mathematics Subject Classification ID

91B42: Consumer behavior, demand theory

Related Items

EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING, QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND, MODERN LIFE-CARE TONTINES, TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS, Optimal retirement income tontines, Optimal consumption and portfolio choice for pooled annuity funds, Valuation of longevity-linked life annuities, Options on tontines: an innovative way of combining tontines and annuities, Modern tontines as a pension solution: a practical overview, Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach, Fees in tontines, A dynamic equivalence principle for systematic longevity risk management, Modern tontine with bequest: innovation in pooled annuity products, Bringing cost transparency to the life annuity market, Optimal retirement products under subjective mortality beliefs, Optimal investment and consumption strategies for pooled annuity with partial information, Longevity-Indexed Life Annuities

Cites Work

• Unnamed Item
• A Model of Annuities with Adverse Selection
• Capital Accumulation and Uncertain Lifetimes with Adverse Selection
• Self-Annuitization and Ruin in Retirement
• Utility Functions