Arandjelović, Aleksandar; Kingston, Geoffrey; Shevchenko, Pavel V. Life cycle insurance, bequest motives and annuity loads. (English) Zbl 07865849 J. Econ. Dyn. Control 157, Article ID 104759, 15 p. (2023). MSC: 91-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ventura-Marco, Manuel; Vidal-Meliá, Carlos; Pérez-Salamero González, Juan Manuel Joint life care annuities to help retired couples to finance the cost of long-term care. (English) Zbl 1532.91104 Insur. Math. Econ. 113, 122-139 (2023). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Bae, Sanghyeon; Lee, Yongjae; Kim, Woo Chang Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products. (English) Zbl 1530.91521 Quant. Finance 23, No. 11, 1597-1615 (2023). MSC: 91G10 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Mengyi; Alonso-García, Jennifer; Sherris, Michael; Shao, Adam W. Insuring longevity risk and long-term care: bequest, housing and liquidity. (English) Zbl 1520.91358 Insur. Math. Econ. 111, 121-141 (2023). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bravo, Jorge Miguel Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach. (English) Zbl 1492.91274 Eur. Actuar. J. 12, No. 1, 125-159 (2022). MSC: 91G05 91G20 × Cite Format Result Cite Review PDF Full Text: DOI
Milevsky, Moshe A.; Salisbury, Thomas S. Refundable income annuities: feasibility of money-back guarantees. (English) Zbl 1492.91307 Insur. Math. Econ. 105, 175-193 (2022). MSC: 91G05 91G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hieber, Peter; Lucas, Nathalie Modern life-care tontines. (English) Zbl 1492.91296 ASTIN Bull. 52, No. 2, 563-589 (2022). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Lee, Hyunju A general shock model for modelling coupled lives and its application to life insurance. (English) Zbl 07533701 Commun. Stat., Theory Methods 50, No. 12, 2859-2876 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Weinert, Jan-Hendrik; Gründl, Helmut The modern tontine. An innovative instrument for longevity risk management in an aging society. (English) Zbl 1480.91252 Eur. Actuar. J. 11, No. 1, 49-86 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Di Palo, Cinzia Tackling longevity risk by means of financial compensation. (English) Zbl 1489.91218 Soft Comput. 24, No. 12, 8583-8597 (2020). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Ji, Min; Zhou, Rui A general semi-Markov model for coupled lifetimes. (English) Zbl 1411.91290 N. Am. Actuar. J. 23, No. 1, 98-119 (2019). MSC: 91B30 60J85 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lee, Hyunju; Cha, Ji Hwan A dynamic bivariate common shock model with cumulative effect and its actuarial application. (English) Zbl 1418.91247 Scand. Actuar. J. 2018, No. 10, 890-906 (2018). MSC: 91B30 62P05 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Liang, Xiaoqing; Young, Virginia R. Annuitization and asset allocation under exponential utility. (English) Zbl 1401.91166 Insur. Math. Econ. 79, 167-183 (2018). MSC: 91B30 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Bravo, Jorge Miguel; El Mekkaoui de Freitas, Najat Valuation of longevity-linked life annuities. (English) Zbl 1398.91316 Insur. Math. Econ. 78, 212-229 (2018). MSC: 91B30 91G20 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Pla-Porcel, Javier; Ventura-Marco, Manuel; Vidal-Meliá, Carlos Converting retirement benefit into a life care annuity with graded benefits. (English) Zbl 1402.91213 Scand. Actuar. J. 2017, No. 10, 829-853 (2017). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Milevsky, Moshe A.; Salisbury, Thomas S. Equitable retirement income tontines: mixing cohorts without discriminating. (English) Zbl 1390.91201 ASTIN Bull. 46, No. 3, 571-604 (2016). MSC: 91B30 91D20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hainaut, Donatien Impact of volatility clustering on equity indexed annuities. (English) Zbl 1371.91090 Insur. Math. Econ. 71, 367-381 (2016). MSC: 91B30 62P05 60G55 60J75 × Cite Format Result Cite Review PDF Full Text: DOI
Liang, Xiaoqing; Tsai, Cary Chi-Liang; Lu, Yi Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality. (English) Zbl 1371.91101 Insur. Math. Econ. 70, 150-161 (2016). MSC: 91B30 91G20 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Ting; Young, Virginia R. Hedging pure endowments with mortality derivatives. (English) Zbl 1369.91100 Insur. Math. Econ. 69, 238-255 (2016). MSC: 91B30 91G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Risk, J.; Ludkovski, M. Statistical emulators for pricing and hedging longevity risk products. (English) Zbl 1369.91095 Insur. Math. Econ. 68, 45-60 (2016). MSC: 91B30 62P05 91D20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kuhn, Michael; Wrzaczek, Stefan; Prskawetz, Alexia; Feichtinger, Gustav Optimal choice of health and retirement in a life-cycle model. (English) Zbl 1330.91140 J. Econ. Theory 158, Part A, 186-212 (2015). MSC: 91B62 91D20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hubener, Andreas; Maurer, Raimond; Rogalla, Ralph Optimal portfolio choice with annuities and life insurance for retired couples. (English) Zbl 1417.91272 Rev. Finance 18, No. 1, 147-188 (2014). MSC: 91B30 91G10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kalaš, Martin; Cipra, Tomáš Sustainable retirement spending: the Czech case. (English) Zbl 1329.91066 Eur. Actuar. J. 4, No. 2, 365-381 (2014). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Hartman, Brian M.; Groendyke, Chris Model selection and averaging in financial risk management. (English) Zbl 1412.91044 N. Am. Actuar. J. 17, No. 3, 216-228 (2013). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Borgato, Maria Teresa Lagrange and the pension funds for widows. (Lagrange et les fonds de pension pour les veuves.) (French. English summary) Zbl 1296.01008 Boll. Stor. Sci. Mat. 33, No. 1, 39-109 (2013). Reviewer: Davide Bondoni (Anfo) MSC: 01A50 01A70 91-03 91B30 × Cite Format Result Cite Review PDF
Olivieri, Annamaria; Pitacco, Ermanno Life tables in actuarial models: from the deterministic setting to a Bayesian approach. (English) Zbl 1443.62367 AStA, Adv. Stat. Anal. 96, No. 2, 127-153 (2012). MSC: 62P05 91G05 91D20 × Cite Format Result Cite Review PDF Full Text: DOI
Consigli, Giorgio; Iaquinta, Gaetano; Moriggia, Vittorio; di Tria, Massimo; Musitelli, Davide Retirement planning in individual asset-liability management. (English) Zbl 1250.91056 IMA J. Manag. Math. 23, No. 4, 365-396 (2012). MSC: 91B30 90C15 90C29 × Cite Format Result Cite Review PDF Full Text: DOI
de Andrés-Sánchez, Jorge; Puchades, Laura González-Vila Using fuzzy random variables in life annuities pricing. (English) Zbl 1238.91088 Fuzzy Sets Syst. 188, No. 1, 27-44 (2012). MSC: 91B30 91B25 60A86 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Ting; Young, Virginia R. Optimal commutable annuities to minimize the probability of lifetime ruin. (English) Zbl 1243.91066 Insur. Math. Econ. 50, No. 1, 200-216 (2012). MSC: 91B30 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kalemli-Ozcan, Sebnem; Weil, David N. Mortality change, the uncertainty effect, and retirement. (English) Zbl 1202.91283 J. Econ. Growth 15, No. 1, 65-91 (2010). MSC: 91D20 91D35 × Cite Format Result Cite Review PDF Full Text: DOI Link
Olivieri, Annamaria; Pitacco, Ermanno Stochastic mortality: the impact on target capital. (English) Zbl 1179.91108 Astin Bull. 39, No. 2, 541-563 (2009). MSC: 91B30 91B70 91D20 × Cite Format Result Cite Review PDF Full Text: DOI
Horneff, Wolfram J.; Maurer, Raimond H.; Stamos, Michael Z. Life-cycle asset allocation with annuity markets. (English) Zbl 1181.91291 J. Econ. Dyn. Control 32, No. 11, 3590-3612 (2008). MSC: 91G10 91B30 91G50 × Cite Format Result Cite Review PDF Full Text: DOI
Olivieri, Annamaria; Pitacco, Ermanno Assessing the cost of capital for longevity risk. (English) Zbl 1141.91540 Insur. Math. Econ. 42, No. 3, 1013-1021 (2008). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Sheshinski, Eytan The economic theory of annuities. (English) Zbl 1180.91009 Princeton, NJ: Princeton University Press (ISBN 978-0-691-13305-8/hbk). xv, 163 p. (2008). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 91-02 91B30 × Cite Format Result Cite Review PDF
Zhu, Yanyun Actuarial model: Life insurance and annuity. (English) Zbl 1155.91022 Series in Actuarial Science 1. Somerville, MA: International Press (ISBN 978-1-57146-168-1/hbk). vi, 341 p. (2007). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 91B30 91-01 91B28 × Cite Format Result Cite Review PDF
Denuit, Michel; Frostig, Esther Association and heterogeneity of insured lifetimes in the Lee-Carter framework. (English) Zbl 1141.91025 Scand. Actuar. J. 2007, No. 1, 1-19 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Denuit, Michel; Frostig, Esther; Levikson, Benny Shifts in interest rate and common shock model for coupled lives. (English) Zbl 1356.91057 Belg. Actuar. Bull. 6, No. 1, 1-4 (2006). MSC: 91B30 91G30 × Cite Format Result Cite Review PDF
Kwon, Hyuk-Sung; Jones, Bruce L. The impact of the determinants of mortality on life insurance and annuities. (English) Zbl 1159.91409 Insur. Math. Econ. 38, No. 2, 271-288 (2006). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Promislow, S. David Fundamentals of actuarial mathematics. (English) Zbl 1100.62095 Hoboken, NJ: John Wiley & Sons (ISBN 0-470-01689-2/hbk). xix, 372 p. (2006). Reviewer: Elias Shiu (Iowa City) MSC: 62P05 62-01 91B30 × Cite Format Result Cite Review PDF
Hoedemakers, Tom; Darkiewicz, Grzegorz; Goovaerts, Marc Approximations for life annuity contracts in a stochastic financial environment. (English) Zbl 1125.91064 Insur. Math. Econ. 37, No. 2, 239-269 (2005). MSC: 91B30 91B28 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Ehrlich, Isaac; Yin, Yong Explaining diversities in age-specific life expectancies and values of life saving: a numerical analysis. (English) Zbl 1118.91328 J. Risk Uncertain. 31, No. 2, 129-162 (2005). MSC: 91B30 62P05 90C15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hebrard, Pierre The financial crisis of the Netherlands: De Witt, Hudde and life annuities in Amsterdam (1671-1673). (La détresse des Pays-Bas: De Witt, Hudde et les rentes viagères d’Amsterdam ( 1671- 1673).) (French. English summary) Zbl 1127.01305 Math. Sci. Hum., Math. Soc. Sci. 166, 47-63 (2004). MSC: 01A45 91-03 91B28 × Cite Format Result Cite Review PDF
Asmussen, Søren; Møller, Jakob R. Risk comparisons of premium rules: Optimality and a life insurance study. (English) Zbl 1024.62040 Insur. Math. Econ. 32, No. 3, 331-344 (2003). MSC: 62P05 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Pollard, John H. Improving mortality: a rule of thumb and regulatory tool. (English) Zbl 1062.91048 J. Actuar. Pract. 10, No. 1-2, 219-228 (2002). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF
Brouhns, Natacha; Denuit, Michel; Vermunt, Jeroen K. A Poisson log-bilinear regression approach to the construction of projected lifetables. (English) Zbl 1074.62524 Insur. Math. Econ. 31, No. 3, 373-393 (2002). MSC: 62P05 62M20 91D20 × Cite Format Result Cite Review PDF Full Text: DOI
Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. The concept of comonotonicity in actuarial science and finance: applications. (English) Zbl 1037.62107 Insur. Math. Econ. 31, No. 2, 133-161 (2002). MSC: 62P05 91B28 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Charupat, Narat; Milevsky, Moshe A. Optimal asset allocation in life annuities: a note. (English) Zbl 1074.91548 Insur. Math. Econ. 30, No. 2, 199-209 (2002). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Carriere, Jacques F. No-arbitrage pricing for life insurance and annuities. (English) Zbl 1062.91562 Econ. Lett. 64, No. 3, 339-342 (1999). MSC: 91B30 91B24 × Cite Format Result Cite Review PDF Full Text: DOI
Gerber, Hans U. Life insurance mathematics. With exercises contributed by Samuel H. Cox. Transl. from the German by W. Neuhaus. 3rd ed. (English) Zbl 0869.62072 Berlin: Springer. xvii, 217 p. (1997). Reviewer: W.R.Heilmann (Karlsruhe) MSC: 62P05 62-01 × Cite Format Result Cite Review PDF
Leibniz, G. W. The estimation of the degree of probabilities. 21 manuscripts of Leibniz on probabilities, game theory, life expectancy. (L’estime des apparences. 21 manuscrits de Leibniz sur les probabilités, la théorie des jeux, l’espérance de vie.) (French) Zbl 0849.01046 Paris: Librairie Philosophique J. Vrin. 473 p. (1995). Reviewer: Ivo Schneider (München) MSC: 01A75 01A45 60-03 × Cite Format Result Cite Review PDF
Norberg, Ragnar Identities for present values of life insurance benefits. (English) Zbl 0792.62095 Scand. Actuarial J. 1993, No. 2, 100-106 (1993). MSC: 62P05 × Cite Format Result Cite Review PDF
Gerber, Hans U. Life insurance mathematics. Transl. from the German by W. Neuhaus. (English) Zbl 0754.62081 Berlin: Springer-Verlag. xiii, 131 p. (1990). MSC: 62P05 62-01 × Cite Format Result Cite Review PDF
Dufresne, Daniel Weak convergence of random growth processes with applications to insurance. (English) Zbl 0704.62096 Insur. Math. Econ. 8, No. 3, 187-201 (1989). Reviewer: W.-R.Heilmann MSC: 62P05 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Loeffel, Hans Abraham de Moivre (1667–1754). Pionier der stochastischen Rentenrechnung. (Abraham de Moivre (1667–1754). Pioneer of stochastic calculation of annuities.) (German) Zbl 0695.01015 Mitt., Schweiz. Ver. Versicherungsmath. 1989, No. 2, 217-228 (1989). Reviewer: I.Schneider MSC: 01A70 01A50 91-03 × Cite Format Result Cite Review PDF
Bowers, Newton L. jun.; Gerber, Hans U.; Hickman, James C.; Jones, Donald A.; Nesbitt, Cecil J. Actuarial mathematics. (English) Zbl 0634.62107 Itasca, Illinois: The Society of Actuaries. XXIII, 624 p. (1986). Reviewer: W.R.Heilmann MSC: 62P05 62-01 91B30 91-01 × Cite Format Result Cite Review PDF
D’Audibert, E. Béziat Elementary theory of life insurance and other life operations. (Théorie élémentaire des assurances sur la vie et autres opérations viagères. \(2^{\text{e}}\) éd.) (French) JFM 25.0369.02 Paris. 204 S. \(8^\circ\) (1893). MSC: 62P05 × Cite Format Result Cite Review PDF
Thannabaur, J. Tables of compound interest and annuities. (Zinseszinsen- und Renten-Tafeln.) (German) JFM 25.0366.02 Wien. R. Graeser. 81 S. gr. \(8^\circ\) (1893). Reviewer: Börsch, Prof. (Potsdam) MSC: 91B30 × Cite Format Result Cite Review PDF
Thannabaur, J. Calculation of annuities and life insurance. (Berechnung von Renten und Lebensversicherungen.) (German) JFM 25.0366.01 Wien. K. Graeser. 136 S. gr. \(8^\circ\) (1893). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF
Quiquet, A. Essay on a theory concerning a numerous class of life annuities on several individuals, and exposition of a proper method of formulating them rapidly. (Essai d’une théorie concernant une classe nombreuse dánnuités viagères sur plusieurs têtes et exposition d’une méthode propre à les formuler rapidement.) (French) JFM 22.0239.04 C. R. CXI, 337-340 (1890). Reviewer: Börsch, Dr. (Potsdam) MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: Gallica
Zillmer, A. The mathematical calculation of life and pension insurance. Second Edition. (Die mathematischen Rechnungen bei Lebens- und Renten-Versicherungen. Zweite Aufl.) (German) JFM 19.0219.01 Berlin. Nicolai’sche Verl.-B. 187 S. \(4^{\circ}\) (1887). Reviewer: Lazarus, (Hamburg) MSC: 62P05 × Cite Format Result Cite Review PDF Backlinks: MO
Lazarus, W. A contribution to the theory of calculating annuities. (Ein Beitrag zur Theorie der Berechnung der Leibrenten.) (German) JFM 15.0173.02 D. Vers. Bl (1883). Reviewer: Ohrtmann, Dr. (Berlin) MSC: 62P05 × Cite Format Result Cite Review PDF
Hardy, G. F. An improved method of approximating to the value of annuities involving three lives. (An improved method of approximating to the value of annuities involving three lives.) (English) JFM 14.0165.02 J. Inst. Act. XXIII. 274-285 (1882). Reviewer: Lazarus, (Hamburg) MSC: 91B30 × Cite Format Result Cite Review PDF
Sutton, Wm.; King, G. Institute of Actuaries. Textbook of the principles of interest (including annuities certain), life annuities and assurances, and their practical application. Part. I. Wm. Sutton. Interest including annuities certain. G. King. The theory of finance. (English) JFM 14.0164.01 London. C. & E. Layton (1882). Reviewer: Lazarus, (Hamburg) MSC: 91B30 × Cite Format Result Cite Review PDF