The Utility value of longevity risk pooling : analytic insights
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20190014267 | ||
| 003 | MAP | ||
| 005 | 20190520164458.0 | ||
| 008 | 190520e20181203esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20080226343$aMilevsky, Moshe A. | |
| 245 | 1 | 4 | $aThe Utility value of longevity risk pooling$b: analytic insights$cMoshe A Milevsky, Huaxiong Huang |
| 520 | $aThe consensus among researchers is that (some) longevity risk pooling is the optimal strategy for drawing down wealth in retirement, and a robust literature has developed around its measurement via annuity equivalent wealth. However, most of the published work is conducted numerically, and authors usually report only a handful of limited values. In this article we derive closed-form expressions for the value of longevity risk pooling with fixed life annuities under constant relative risk aversion preferences. | ||
| 650 | 4 | $0MAPA20080555016$aLongevidad | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080588953$aAnálisis de riesgos | |
| 700 | $0MAPA20080662875$aHuang, Huaxiong | ||
| 773 | 0 | $wMAP20077000239$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997-$x1092-0277$g03/12/2018 Tomo 22 Número 4 - 2018 , p. 574-590 |