The Simple Analytics of a Pooled Annuity Fund

By J. Piggott, Emiliano A. Valdez, B. Detzel. 2005

167 citations recorded by the source corpus.

Subfields: Demography, General Health Professions, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/e23c272cc9eb63ae9d27672c4705104e178ce2b6

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. Andreas Richter
2. Catherine Donnelly
3. Frederik Weber
4. Jens Perch Nielsen

In General Health Professions

1. Andreas Richter
2. Frederik Weber

In Management Science and Operations Research

1. Andreas Richter
2. Catherine Donnelly
3. Frederik Weber
4. Jens Perch Nielsen
5. Lluís Bermúdez
6. Dimitris Karlis
7. Liangjun Su

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).”
• Mortality-Indexed Annuities Managing Longevity Risk Via Product Design (2011, methodology): “They interpret this as a ‘‘very strong argument for integrating all new knowledge as it becomes available’’ (Piggott et al. 2005, p. 511).”