An innovative design of flexible, bequest-enhanced life annuity with natural hedging-Reference-Cited by-同舟云学术

An innovative design of flexible, bequest-enhanced life annuity with natural hedging

Published:2021-11-09 Issue: Volume: Page:1-22
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Zhou Yuxin¹^ORCID,Sherris Michael²^ORCID,Ziveyi Jonathan²^ORCID,Xu Mengyi³^ORCID

Affiliation:

1. School of Risk & Actuarial Studies, Australian Research Council Centre of Excellence in Population Ageing Research (CEPAR), UNSW Sydney, Sydney, Australia

2. School of Risk & Actuarial Studies, CEPAR, UNSW Sydney, Sydney, Australia

3. Department of Statistics and Department of Mathematics, Purdue University, United States and CEPAR, Sydney, Australia

Funder

Australian Research Council

Society of Actuaries

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2021.1997795

Reference20 articles.

1. Modern tontine with bequest: Innovation in pooled annuity products

2. Affine processes for dynamic mortality and actuarial valuations

3. Consistent dynamic affine mortality models for longevity risk applications

4. Survivor Bonds: Helping to Hedge Mortality Risk

5. Brown J. R. (2009). Understanding the role of annuities in retirement planning. In Lusardi, A., editor, Overcoming the Saving Slump: How to Increase the Effectiveness of Financial Education and Saving Programs. University of Chicago Press. P. 178–206.

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