Life Annuities
First published:
ISBN: 978-1-78272-438-4
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References
References
Preface
From annuities to life annuities
Basic products and their relevant actuarial features
Multi-life annuity products
Towards more complex product design
Annuities: time frames
Guarantee structures
Options and rider benefits
Benefit profiles
Risk classification: annuity rates
Cross-subsidy in life annuities
Health-related annuities
Life annuities: the players
References
Ainslie, R., 2000, “Annuity and Insurance Products for Impaired Lives”, Paper presented to the Staple Inn Actuarial Society.
American Academy of Actuaries, 1999, “Long-Term Care: Actuarial Issues in Designing Voluntary Federal-Private LTC Insurance Programs”, Public Policy Monograph, American Academy of Actuaries, Washington, URL: http://www.actuary.org/pdf/health/LTC.pdf.
Amsler, M. H., 1968, “Le chaines de Markov des assurance vie, invalidit et maladie”, Transactions of the 18th International Congress of Actuaries, Volume 5, pp. 731–46.
Amsler, M. H., 1988, “Sur la mod lisation de risques vie par le chaines de Markov”, Transactions of the 23rd International Congress of Actuaries, Volume 3, pp. 1–17.
Babbel, D. F., and C. B. Merrill, 2006, “Rational Decumulation”, Working Paper 06-14, Wharton Financial Institutions Center, URL: https://dx.doi.org/10.2139/ssrn.917223.
Benartzi, S., A. Privitero and R. H. Thaler, 2011, “Annuitisation Puzzles”, Journal of Economic Perspectives 25(4), pp. 143–64.
Blake, D., A. J. G. Cairns and K. Dowd, 2003, “Pensionmetrics 2: Stochastic Pension Plan Design During the Distribution Phase”, Insurance: Mathematics and Economics 33(1)
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