Búsqueda

The Implied longevity yield : a note on developing an index for life annuities

Fichero PDF / PDF file
Registro MARC
Tag12Valor
LDR  00000nab a2200000 i 4500
001  MAP20071506979
003  MAP
005  20080418125327.0
007  hzruuu---uuuu
008  050711e20050601usa|||| | |00010|eng d
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎6
1001 ‎$0‎MAPA20080226343‎$a‎Milevsky, Moshe A.
24514‎$a‎The Implied longevity yield : a note on developing an index for life annuities‎$c‎Moshe A. Milevsky
5208 ‎$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
65011‎$0‎MAPA20080592042‎$a‎Modelos matemáticos
65011‎$0‎MAPA20080597641‎$a‎Mercados financieros
65001‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
65011‎$0‎MAPA20080592455‎$a‎Planes de pensiones
65001‎$0‎MAPA20080562342‎$a‎Estadísticas
7404 ‎$a‎The Journal of risk and insurance
7730 ‎$t‎The Journal of risk and insurance‎$d‎Orlando‎$g‎Volume 72, number 2, June 2005 ; p. 301-320