Mortality-Indexed Annuities Managing Longevity Risk Via Product Design

By Andreas Richter, Frederik Weber. 2011

58 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, General Health Professions

View Paper: https://www.semanticscholar.org/paper/7f06da62c2bf6edd746f96b50b99525877fb2b52

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Catherine Donnelly
2. Jens Perch Nielsen

In Economics and Econometrics

1. Montserrat Guillén
2. Catherine Donnelly
3. Jens Perch Nielsen

Citations in the corpus

• Bringing cost transparency to the life annuity market (2014, background): “The annuity overlay fund has a distinctive feature not shared by either the pooled annuity funds which have been proposed and analyzed before in the literature (e.g., see Donnelly et al. 2013, Piggott et al. 2005, Qiao and Sherris 2012, Richter and Weber 2011, Stamos 2008, Valdez et al. 2006).”
• Optimal retirement income tontines (2015, unknown): “For example Piggot, Valdez and Detzel (2005), Valdez, Piggott and Wang (2006), Stamos (2008), Richter and Weber (2011), Donnelly, Guillen and Nielsen (2013) as well as Qiao and Sherris (2013) have all attempted to reintroduce and analyze tontine-like structures in one form or another.”
• The New Life Market (2013, unknown): “, 2011b) • Improvements in the analysis and design of longevity-linked retail products (e.g., Gong and Webb, 2010; Stevens at al., 2010; Richter and Weber, 2011; and Denuit et al., 2011).”