Literatura académica sobre el tema "Annuities"
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Artículos de revistas sobre el tema "Annuities"
DUSHI, IRENA y ANTHONY WEBB. "Household annuitization decisions: simulations and empirical analyses". Journal of Pension Economics and Finance 3, n.º 2 (julio de 2004): 109–43. http://dx.doi.org/10.1017/s1474747204001696.
Texto completoKling, Alexander, Andreas Richter y Jochen Ruß. "ANNUITIZATION BEHAVIOR: TAX INCENTIVES VS. PRODUCT DESIGN". ASTIN Bulletin 44, n.º 3 (17 de julio de 2014): 535–58. http://dx.doi.org/10.1017/asb.2014.17.
Texto completoJAMES, ESTELLE, GUILLERMO MARTINEZ y AUGUSTO IGLESIAS. "The payout stage in Chile: who annuitizes and why?" Journal of Pension Economics and Finance 5, n.º 2 (11 de mayo de 2006): 121–54. http://dx.doi.org/10.1017/s1474747205002404.
Texto completoCannon, Edmund, Ian Tonks y Rob Yuille. "The effect of the reforms to compulsion on annuity demand". National Institute Economic Review 237 (agosto de 2016): R47—R54. http://dx.doi.org/10.1177/002795011623700116.
Texto completoReichling, Felix y Kent Smetters. "Optimal Annuitization with Stochastic Mortality and Correlated Medical Costs". American Economic Review 105, n.º 11 (1 de noviembre de 2015): 3273–320. http://dx.doi.org/10.1257/aer.20131584.
Texto completoBROWN, JEFFREY, STEVEN HABERMAN, MOSHE MILEVSKY y MIKE ORSZAG. "Overview of the Issue". Journal of Pension Economics and Finance 5, n.º 2 (11 de mayo de 2006): i—ii. http://dx.doi.org/10.1017/s1474747206002514.
Texto completoVIDAL-MELIÁ, CARLOS y ANA LEJÁRRAGA-GARCÍA. "Demand for life annuities from married couples with a bequest motive". Journal of Pension Economics and Finance 5, n.º 2 (11 de mayo de 2006): 197–229. http://dx.doi.org/10.1017/s1474747205002349.
Texto completoHORNEFF, WOLFRAM J., RAIMOND H. MAURER, OLIVIA S. MITCHELL y MICHAEL Z. STAMOS. "Variable payout annuities and dynamic portfolio choice in retirement". Journal of Pension Economics and Finance 9, n.º 2 (27 de enero de 2009): 163–83. http://dx.doi.org/10.1017/s1474747208003880.
Texto completoWeale, Martin y Justin van de Ven. "Variable annuities and aggregate mortality risk". National Institute Economic Review 237 (agosto de 2016): R55—R61. http://dx.doi.org/10.1177/002795011623700117.
Texto completoRajaram, Rajeev y Nathan Ritchey. "Polynomial Annuities". AppliedMath 2, n.º 2 (5 de mayo de 2022): 212–33. http://dx.doi.org/10.3390/appliedmath2020013.
Texto completoTesis sobre el tema "Annuities"
Cao, Guanghua. "Pricing and risk management of variable annuities and equity-indexed annuities". Ann Arbor, Mich. : ProQuest, 2007. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3288943.
Texto completoTitle from PDF title page (viewed Nov. 19, 2009). Source: Dissertation Abstracts International, Volume: 68-11, Section: B, page: 7372. Advisers: Zhangxin (John) Chen; Andrew H. Chen. Includes bibliographical references.
Gregório, Joana Catalina Mendes Moreira Saúde. "Life annuities and ruin". Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/9273.
Texto completoEste trabalho pretende combinar dois grandes tópicos num contexto atuarial: rendas contingentes sobre a vida humana e teoria da ruína, de forma a determinar a probabilidade de ruína financeira para carteiras de anuidades-vida. Duas principais perspetivas podem ser consideradas nesta situação: a dos indivíduos e a das seguradoras de vida, com aplicação de diferentes modelos. Limitações de tempo disponível e extensão do texto conduziram a que apenas a perspetiva das empresas fosse objeto de estudo, aplicando-se o modelo de risco individual clássico. Após uma extensiva revisão literária, os conceitos fundamentais sobre anuidades-vida e teoria da ruína são explicados e um caso de estudo é tratado. Primeiramente, os conceitos teóricos são desenvolvidos, de tal forma que um resultado, não encontrado na literatura, é obtido; segue-se a aplicação dos conceitos a uma carteira de riscos real. O problema a ser resolvido consiste em determinar se as reservas são suficientes para manter a probabilidade de ruína sob controlo, quando considerando tal carteira de anuidades-vida, dividida em grupos homogéneos. Dois procedimentos são seguidos: calcular as probabilidades de ruína, a partir de uma reserva inicial; e encontrar a melhor alocação das reservas iniciais pelos grupos de forma a maximizar as probabilidades de sobrevivência. Frostig e Denuit (2009) é a principal referência bibliográfica. Alguns resultados significativos são observados.
This work intends to combine two major topics under the actuarial framework: life annuities and ruin theory, as to determine the probability of financial ruin for life annuities' portfolios. Two main perspectives may be considered: the household's and the life insurance company's, for which different models apply. Time constraints and limitations on text length became the reason why only the company's perspective has been explored, using a classic individual risk model. After an extensive literature review the basics on life annuities and ruin theory are explained and a case study is toiled. Firstly, the theoretical framework is developed, with a useful result, not found in the literature, being obtained; and finally, the application follows. The problem to be solved consists broadly in studying whether reserves are high enough to keep the ruin probability under control, when considering a given insurer's portfolio of life annuities, divided into homogeneous groups. This is done in two different ways: computing the ruin probabilities, given the initial reserve; and finding the initial reserves' allocation amongst the groups that maximizes the survival probabilities. Frostig and Denuit (2009) is the main reference. Some significant results are observed.
Robb, Devon K. "Attitudes Towards Immediate Annuities". DigitalCommons@USU, 2010. https://digitalcommons.usu.edu/etd/786.
Texto completoShepard, Mark. "Essays on Health Insurance and Annuities". Thesis, Harvard University, 2015. http://nrs.harvard.edu/urn-3:HUL.InstRepos:17467319.
Texto completoEconomics
Wong, Shek-Keung Tony. "Valuation of Ratchet Equity-Indexed Annuities". Kyoto University, 2008. http://hdl.handle.net/2433/124090.
Texto completoRuez, Frederik [Verfasser]. "Risk management of variable annuities / Frederik Ruez". Ulm : Universität Ulm, 2017. http://d-nb.info/113666050X/34.
Texto completoKrayzler, Mikhail [Verfasser]. "Analytical Pricing of Variable Annuities / Mikhail Krayzler". München : Verlag Dr. Hut, 2017. http://d-nb.info/1140978373/34.
Texto completoWang, Lihang. "L'évaluation et la structuration de variable annuities". Paris 9, 2012. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=2012PA090036.
Texto completoIn this thesis we study the variable annuity (VA) products with guaranteed minimum benefits (GMxB), a fast growing business in the life insurance industry. The GMxB products attract the attention of practitioners and academics both because of its long maturity and complex design properties, and also because of uncertain policyholder behaviors, such as lapse rate. In this thesis, we address the pricing problem as the valuation of a Bermudan-style option for the insurer. This evaluation approach corresponds to the price that allows the insurers to hedge the risk whatever the lapse strategy of the holder is. We also introduce new product design ideas based on this evaluation approach to make sure insurers are fully protected form unexpected lapse waves in the future. It is worthy to mention that so far, a historical or statistical lapse rate has generally been assumed for pricing these guarantees. Both financial theory and past observations show that this assumption may lead to an underestimation of the risk associated to these products, the holders being rational or not. To evaluate the Bermudan-style liability, we apply two di_erent schemes: Partial Differential Equation (PDE) method and high-dimensional regression (HDR) method. It is shown that the PDE method is precise for low-dimensional problems (< 3), while the HDR is more efficient when there are more than three dimensions. In the Hull and White stochastic interest rate model, we also show how a change of numeraire technique can be used to accelerate the numerical algorithms significantly for policies with ratchet (lookback) properties. In addition, we also extend the traditional semi-analytical solution of American options to evaluate certain GMxB polices. A semi-analytical method is also introduced in this thesis to approximate both the American contingent claims and the critical exercise boundary of contingent claims in the stochastic volatility model (e. X. Heston model. In fact, this method can be extended to other diffusion processes as long as quick and accurate pricing methods exist for the corresponding European claims
Baker, Lesley J. "Life annuities under random rates of interest". [Johnson City, Tenn. : East Tennessee State University], 2001. http://etd-submit.etsu.edu/etd/theses/available/etd-0716101-164302/unrestricted/bakerl0809.pdf.
Texto completoYucal, Elif. "Profitability study of the annuities of EY-Insurance". Master's thesis, Instituto Superior de Economia e Gestão, 2013. http://hdl.handle.net/10400.5/11279.
Texto completoEste trabalho procura analisar a rentabilidade obtida com a venda de anuidades e produtos anuais renováveis, na seguradora Vida onde decorreu o estágio. As questões relacionadas com os desvios observados na mortalidade e a necessidade de encontrar um modelo de sobrevivência mais ajustado à experiência da companhia foram aspetos de crucial importância. Procurou assim encontrar-se bases técnicas mais adequadas para o cálculo de prémios e reservas, tanto para os produtos já em comercialização, como para novos produtos que venham a ser lançados, pois também a taxa de juro e as despesas foram afloradas, ainda que brevemente. Por motivos de confidencialidade de dados, procedeu-se a uma distorção dos valores reais. Isto não teve obviamente qualquer consequência do ponto de vista das metodologias e técnicas aplicadas no estudo. Estavam disponíveis dados para um período de quatro anos, na sua maioria relativos a rendas imediatas e rendas imediatas reversíveis. Com base nisso, foi possível detetar que a tábua de mortalidade mais adequada será 108.95% da GKF95, o que talvez permita eliminar a maior parte dos desvios. Em complemento, foi ainda feita uma análise de sensibilidade, com diferentes cenários, para se estudar o efeito sobre o nível das reservas das diferentes possibilidades consideradas. Um exercício final de profit testing revelou que as responsabilidades continuam insuficientemente cobertas, pelo que trabalho adicional é necessário para resolver o problema.
This study aims to evaluate the profitability of the life annuities in the insurance company where the internship took place by concentrating on finding the best mortality table for the company portfolio to quote the price for the new annuity businesses and reserving for the ones already sold. The project is based on real data that was intentionally transformed for the purpose of this text because of confidentiality reasons. The distortion conceals reality in an appropriate manner and has obviously no effects on the methodologies applied. Data concerns immediate and immediate reversible life annuities for four years, since these products comprise the most significant part of the company population of policy holders. The best mortality table for this data is 108.95% of GKF95 table, by least square fitting. In order to forecast the future mortality, the Gompertz-Makeham mortality model was applied and there were no systematic evolution through time for the future mortality. A Sensitivity analysis was performed to show the effects of different scenarios on mathematical reserving. Finally, a profit testing revealed that the technical bases for the annuities are not enough to cover the liabilities. 108.95% of GKF 95 table can be assumed as the initial table and 104.29% of GKF 95 table can be assumed to hold extra reserve, in order to guarantee an adequate mathematical reserve.
Libros sobre el tema "Annuities"
David, Shapiro. Annuities. Chicago, IL: Dearborn R&R Newkirk, 1992.
Buscar texto completo1958-, Streiff Thomas F., ed. Annuities. 2a ed. Chicago, Ill: Dearborn R&R Newkirk, 1997.
Buscar texto completo1958-, Streiff Thomas F., ed. Annuities. 4a ed. Chicago, IL: Dearborn Financial Institute, 2004.
Buscar texto completoLeeuwenburg, Patsy. Marketing annuities. 2a ed. Atlanta, Ga: LOMA, 2008.
Buscar texto completoPechter, Kerry H. Annuities for dummies. Hoboken, NJ: Wiley, 2008.
Buscar texto completoIndependent Research & Information Service., ed. Tax-deferred annuities. Los Angeles: Independent Research & Information Service, 1990.
Buscar texto completoJack, Taylor. Taxing deferred annuities. [Washington, D.C.]: Congressional Research Service, Library of Congress, 1992.
Buscar texto completoJack, Taylor. Taxing deferred annuities. [Washington, D.C.]: Congressional Research Service, Library of Congress, 1992.
Buscar texto completoIndependent Research & Information Service., ed. Tax-deferred annuities. Los Angeles: Independent Research & Information Service, 1991.
Buscar texto completoPechter, Kerry H. Annuities for dummies. Hoboken, NJ: Wiley, 2008.
Buscar texto completoCapítulos de libros sobre el tema "Annuities"
Pasi, Dave. "Annuities". En Wall Street Potholes, 145–70. Hoboken, NJ, USA: John Wiley & Sons, Inc, 2015. http://dx.doi.org/10.1002/9781119093305.ch7.
Texto completoCipra, Tomas. "Annuities". En Financial and Insurance Formulas, 35–49. Heidelberg: Physica-Verlag HD, 2010. http://dx.doi.org/10.1007/978-3-7908-2593-0_7.
Texto completoRichman, Ronald. "Annuities". En Encyclopedia of Gerontology and Population Aging, 1–8. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-319-69892-2_519-1.
Texto completoTownsend, Catrin. "Annuities". En A Risky Business, 95–116. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-11673-5_5.
Texto completoSutcliffe, Charles. "Annuities". En Finance and Occupational Pensions, 247–99. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-349-94863-5_5.
Texto completoRichman, Ronald. "Annuities". En Encyclopedia of Gerontology and Population Aging, 459–67. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-22009-9_519.
Texto completoGerber, Hans U. "Life Annuities". En Life Insurance Mathematics, 35–47. Berlin, Heidelberg: Springer Berlin Heidelberg, 1990. http://dx.doi.org/10.1007/978-3-662-02655-7_4.
Texto completoFevurly, Keith R. "Variable Annuities". En The Handbook of Professionally Managed Assets, 291–311. Berkeley, CA: Apress, 2013. http://dx.doi.org/10.1007/978-1-4302-6020-2_15.
Texto completoGerber, Hans U. "Life Annuities". En Life Insurance Mathematics, 35–47. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-662-03460-6_4.
Texto completoGerber, Hans U. "Life Annuities". En Life Insurance Mathematics, 35–47. Berlin, Heidelberg: Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-662-03153-7_4.
Texto completoActas de conferencias sobre el tema "Annuities"
Li, Yi. "Explanation on “annuities puzzle”". En 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5884485.
Texto completoShang, Qin y Xuezhi Qin. "Securitization of Longevity Risk in Pension Annuities". En 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing (WiCOM). IEEE, 2008. http://dx.doi.org/10.1109/wicom.2008.2285.
Texto completoArmstrong, Aaron. "Inclusion of Continuous Annuities in Engineering Economics Instruction". En ASME 2022 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2022. http://dx.doi.org/10.1115/imece2022-96205.
Texto completoLiu, Lingchen, Xiuping Yang, Wanpeng Lei y Ting Li. "Calculations of Special Annuities under Random Rates of Interest". En 2011 Fourth International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2011. http://dx.doi.org/10.1109/bife.2011.32.
Texto completoMing-hua Hsieh y Yu-fen Chiu. "Monte Carlo methods for valuation of ratchet equity indexed annuities". En 2007 Winter Simulation Conference. IEEE, 2007. http://dx.doi.org/10.1109/wsc.2007.4419697.
Texto completoShi-long, Li y Zhao Xia. "Actuarial present values in continuous annuities based on Hossian Assumption". En 2013 International Conference on Management Science and Engineering (ICMSE). IEEE, 2013. http://dx.doi.org/10.1109/icmse.2013.6586306.
Texto completoHsu, William W. Y., Yi Wen Wu y Jan Ming Ho. "Valuating Interest Sensitive Annuities and Life Insurances under the FinancialCloud Architecture". En 2014 International Symposium on Computer, Consumer and Control (IS3C). IEEE, 2014. http://dx.doi.org/10.1109/is3c.2014.75.
Texto completoGan, Guojun y Jimmy Xiangji Huang. "A Data Mining Framework for Valuing Large Portfolios of Variable Annuities". En KDD '17: The 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. New York, NY, USA: ACM, 2017. http://dx.doi.org/10.1145/3097983.3098013.
Texto completoGan, Guojun. "A multi-asset Monte Carlo simulation model for the valuation of variable annuities". En 2015 Winter Simulation Conference (WSC). IEEE, 2015. http://dx.doi.org/10.1109/wsc.2015.7408450.
Texto completoKoshkin, Gennady M. y Oxana V. Gubina. "Estimation of the Present Values of Life Annuities for the Different Actuarial Models". En 2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO). IEEE, 2016. http://dx.doi.org/10.1109/smrlo.2016.89.
Texto completoInformes sobre el tema "Annuities"
Michaud, Pierre-Carl y Pascal St-Amour. Longevity, Health and Housing Risks Management in Retirement. CIRANO, marzo de 2023. http://dx.doi.org/10.54932/rnkf5751.
Texto completoDavidoff, Thomas, Jeffrey Brown y Peter Diamond. Annuities and Individual Welfare. Cambridge, MA: National Bureau of Economic Research, mayo de 2003. http://dx.doi.org/10.3386/w9714.
Texto completoGentry, William y Joseph Milano. Taxes and Investment in Annuities. Cambridge, MA: National Bureau of Economic Research, abril de 1998. http://dx.doi.org/10.3386/w6525.
Texto completoMitchell, Olivia y David McCarthy. Annuities for an Ageing World. Cambridge, MA: National Bureau of Economic Research, agosto de 2002. http://dx.doi.org/10.3386/w9092.
Texto completoBrown, Jeffrey, Arie Kapteyn, Erzo F. P. Luttmer y Olivia Mitchell. Cognitive Constraints on Valuing Annuities. Cambridge, MA: National Bureau of Economic Research, junio de 2013. http://dx.doi.org/10.3386/w19168.
Texto completoBrown, Jeffrey y James Poterba. Household Ownership of Variable Annuities. Cambridge, MA: National Bureau of Economic Research, enero de 2006. http://dx.doi.org/10.3386/w11964.
Texto completoO'Dea, Cormac y David Sturrock. Survival Pessimism and the Demand for Annuities. Cambridge, MA: National Bureau of Economic Research, agosto de 2020. http://dx.doi.org/10.3386/w27677.
Texto completoSturrock, David y Cormac O'Dea. Survival pessimism and the demand for annuities. The IFS, enero de 2019. http://dx.doi.org/10.1920/wp.ifs.2019.0219.
Texto completoPoterba, James. The History of Annuities in the United States. Cambridge, MA: National Bureau of Economic Research, abril de 1997. http://dx.doi.org/10.3386/w6001.
Texto completoMcCarthy, David y Olivia Mitchell. International Adverse Selection in Life Insurance and Annuities. Cambridge, MA: National Bureau of Economic Research, septiembre de 2003. http://dx.doi.org/10.3386/w9975.
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