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Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
12 references·16 citing·33 second hop
Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) (2005)Real Longevity Insurance with a Deductibl…Annuitization and asset allocation (2007)Annuitization and asset alloc…Private pensions, mortality risk, and the decision to annuitize (2001)Private pensions, mortality r…Joint Life Annuities and Annuity Demand by Married Couples (2000)Joint Life Annuities and Annu…New Evidence on the Money's Worth of Individual Annuities (1999)New Evidence on the Money's W…New Evidence on the Money's Worth of Individual Annuities (1997)New Evidence on the Money's W…Annuity Valuation with Dependent Mortality (1996)Annuity Valuation with Depend…How Strong Are Bequest Motives? Evidence Based on Estimates of the Demand for Life Insurance and Annuities (1991)How Strong Are Bequest Motive…The Cost of Annuities: Implications for Saving Behavior and Bequests (1990)The Cost of Annuities: Implic…Life Cycle, Individual Thrift, and the Wealth of Nations (1986)Life Cycle, Individual Thrift…Actuarial Mathematics. 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References

  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 1986Life Cycle, Individual Thrift, and the Wealth of Nations1,274 cited
  • 1999New Evidence on the Money's Worth of Individual Annuities795 cited
  • 1986Actuarial Mathematics.623 cited
  • 1979The Family as an Incomplete Annuities Market552 cited
  • 1991How Strong Are Bequest Motives? Evidence Based on Estimates of the Demand for Life Insurance and Annuities489 cited
  • 1990The Cost of Annuities: Implications for Saving Behavior and Bequests385 cited
  • 2001Private pensions, mortality risk, and the decision to annuitize348 cited
  • 1997New Evidence on the Money's Worth of Individual Annuities293 cited
  • 2007Annuitization and asset allocation272 cited
  • 1996Annuity Valuation with Dependent Mortality256 cited
  • 2000Joint Life Annuities and Annuity Demand by Married Couples253 cited

Cited by

  • 2007Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint233 cited
  • 2011Optimal time-consistent investment and reinsurance policies for mean-variance insurers216 cited
  • 2007Behavioral Obstacles in the Annuity Market

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177 cited
  • 2011Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model154 cited
  • 2013Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model154 cited
  • 2013Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities132 cited
  • 2014Optimal dynamic reinsurance with dependent risks: variance premium principle126 cited
  • 2012Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model115 cited
  • 2013Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the Heston model109 cited
  • 2008Ruin models with investment income108 cited
  • 2011Optimal proportional reinsurance and investment in a stock market with Ornstein–Uhlenbeck process104 cited
  • 2009Evaluating the Advanced Life Deferred Annuity — An annuity people might actually buy102 cited
  • 2010Dynamic portfolio choice with deferred annuities87 cited
  • 2014Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria80 cited
  • 2008Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints62 cited
  • 2011Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model59 cited