Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Manuel Rach"'
Autor:
An Chen, Manuel Rach
Publikováno v:
Insurance: Mathematics and Economics. 111:214-229
Autor:
Manuel Rach, An Chen
Publikováno v:
Asia-Pacific Journal of Risk and Insurance. 16:1-46
In the present paper, we propose death benefits be directly embedded in retirement products to promote their attractiveness, where annuities and tontines are used as representative retirement products. As we assume that the death benefits will be pas
Autor:
An Chen, Manuel Rach
Publikováno v:
SSRN Electronic Journal.
Autor:
An Chen, Manuel Rach
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Insurance: Mathematics and Economics, vol. 101, no. A, pp. 55-69
Insurance: Mathematics and Economics, Vol. 101, p. 55-69 (2021)
Insurance: Mathematics and Economics, Vol. 101, p. 55-69 (2021)
Many empirical studies confirm that policyholder's subjective mortality beliefs deviate from the information given by publicly available mortality tables. In this study, we look at the effect of subjective mortality beliefs on the perceived attractiv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fc139570d5da759376c50fc742e6a1b2
https://serval.unil.ch/notice/serval:BIB_40E1DBAB8FC9
https://serval.unil.ch/notice/serval:BIB_40E1DBAB8FC9
Autor:
An Chen, Manuel Rach
Publikováno v:
SSRN Electronic Journal.
Autor:
An Chen, Manuel Rach
Publikováno v:
SSRN Electronic Journal.
We study the demand for retirement products given that individuals have access to innovative plans depending on the realized survival probabilities, like tontines, in addition to traditional annuities. Preferences of agents are modeled by a generaliz
Autor:
Manuel Rach, An Chen
Publikováno v:
SSRN Electronic Journal.
We analyze the newly introduced German occupational pension scheme called target pension (“Zielrente”), which links the beneficiaries’ benefits during the retirement phase to the mortality experienced among the pension beneficiaries and the per
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
This paper studies the incorporation of an explicit fee in modern tontine schemes and investigates how it affects the attractiveness of these products from the point of view of both the insurer and tontine participants. We consider a single initial f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a67f8b8665a4ffde1a810142239e3ded
Autor:
An Chen, Manuel Rach
Publikováno v:
SSRN Electronic Journal.
In the present paper, we propose death benefits be directly embedded in retirement products to promote their attractiveness, where annuities and tontines are used as representative retirement products. As we assume that the death benefits will be pas