The Implied longevity yield : a note on developing an index for life annuities
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100 | 1 | $0MAPA20080226343$aMilevsky, Moshe A. | |
245 | 1 | 4 | $aThe Implied longevity yield : a note on developing an index for life annuities$cMoshe A. Milevsky |
520 | 8 | $aI develop an index for tracking the dynamic behavior of life (pension) annuity payots over time, based on the concept of self-annuitization. Our implied longevity yield (ILY) value is defined equal to the internal rate of return (IRR) over a fixed deferral period that an individual would have to earn on their investable wealth if they decided to self-annuitize using a systematic with drawal plan | |
650 | 1 | 1 | $0MAPA20080592042$aModelos matemáticos |
650 | 1 | 1 | $0MAPA20080597641$aMercados financieros |
650 | 0 | 1 | $0MAPA20080579258$aCálculo actuarial |
650 | 1 | 1 | $0MAPA20080592455$aPlanes de pensiones |
650 | 0 | 1 | $0MAPA20080562342$aEstadísticas |
740 | 4 | $aThe Journal of risk and insurance | |
773 | 0 | $wMAP20077000727$tThe Journal of risk and insurance$dOrlando$gVolume 72, number 2, June 2005 ; p. 301-320 |