Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Thorsten Sehner"'
Publikováno v:
Risks, Vol 10, Iss 4, p 78 (2022)
Due to the low demand for conventional annuities, alternative retirement products are sought. Quite recently, tontines have been frequently brought up as a promising option in this respect. Inspired by unit-linked life insurance and retirement produc
Externí odkaz:
https://doaj.org/article/01db0237a172434c802184b0a4340bd9
Publikováno v:
Risks, Vol 9, Iss 1, p 20 (2021)
The purpose of this paper is to conduct a market-consistent valuation of life insurance participating liabilities sold to a population of partially heterogeneous customers under the joint impact of biometric and financial risk. In particular, the het
Externí odkaz:
https://doaj.org/article/4ddad9c44de9494e937bab0990e59e9d
Publikováno v:
Annals of Actuarial Science, vol. 16, no. 1, pp. 68-94
In most industrialised countries, one of the major societal challenges is the demographic change coming along with the ageing of the population. The increasing life expectancy observed over the last decades underlines the importance to find ways to a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::22716638b9ed26c22be2ae34e72265db
https://serval.unil.ch/resource/serval:BIB_F82CAD73CAD8.P002/REF.pdf
https://serval.unil.ch/resource/serval:BIB_F82CAD73CAD8.P002/REF.pdf
Publikováno v:
SSRN Electronic Journal.
Tontines, retirement products constructed in such a way that the longevity risk is shared in a pool of policyholders, have recently gained vast attention from researchers and practitioners. Typically, these products are cheaper than annuities, but do