Guarantee Structures in Life Annuities: A Comparative Analysis

Author:

Pitacco Ermanno

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference41 articles.

1. Boyle, P. and Hardy, M. (2003) ‘Guaranteed annuity options’, ASTIN Bulletin 33 (2): 125–152.

2. Brown, J.R., Casey, M.D. and Mitchell, O.S. (2007) Who values the social security annuity? New evidence on the annuity puzzle, NBER Retirement Research Center Paper No. NB07-02, Cambridge, MA: National Bureau of Economic Research, from www.nber.org/programs/ag/rrc/books&papers.html , accessed 1 December 2014.

3. Brown, J. and Warshawsky, M. (2013) ‘The life care annuity: A new empirical examination of an insurance innovation that addresses problems in the markets for life annuity and long term care insurance’, The Journal of Risk and Insurance 8 (3): 677–703.

4. Browne, B. (2011) Healthy longevity, working paper, Mortality Working Group of the IAA, from www.actuaries.org/CTTEES_TFM/Documents/Healthy, accessed 1 December 2014.

5. Cannon, E. and Tonks, I. (2006) Survey of annuity pricing, Department for Work and Pensions, UK, Research Report No 318, from www.bristol.ac.uk/media-library/sites/cmpo/migrated/documents/annuitypricing.pdf , accessed 1 December 2014.

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