The role of a longevity insurance for defined contribution pension systems

Insurance: Mathematics and Economics - Tập 99 - Trang 233-240 - 2021
Solange Berstein1, Marco Morales2
1Banco Central de Chile, Chile
2Universidad Diego Portales, Chile

Tài liệu tham khảo

Anon., ., 0000. Human Mortality Database. University of California, Berkeley (USA), and Max Planck Institute for Demographic Research (Germany). Available at www.mortality.org. Berstein, 2016 Blanchett, 2015, Allocating to a Deferred Income Annuity in a Defined Contribution Plan, J. Retire., 2, 54, 10.3905/jor.2015.2.4.054 Centro UC Encuestas y Estudios Longitudinales, 2017 Huang, 2017, Optimal Purchasing of Deferred Income Annuities when Payout Yields are Mean-Reverting, Rev. Finance, 32, 7 Lee, 1992, Modelling and Forecasting the Time Series of US Mortality, J. Amer. Statist. Assoc., 87, 156