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Статті в журналах з теми "Annuities"
DUSHI, IRENA, and ANTHONY WEBB. "Household annuitization decisions: simulations and empirical analyses." Journal of Pension Economics and Finance 3, no. 2 (July 2004): 109–43. http://dx.doi.org/10.1017/s1474747204001696.
Повний текст джерелаKling, Alexander, Andreas Richter, and Jochen Ruß. "ANNUITIZATION BEHAVIOR: TAX INCENTIVES VS. PRODUCT DESIGN." ASTIN Bulletin 44, no. 3 (July 17, 2014): 535–58. http://dx.doi.org/10.1017/asb.2014.17.
Повний текст джерелаJAMES, ESTELLE, GUILLERMO MARTINEZ, and AUGUSTO IGLESIAS. "The payout stage in Chile: who annuitizes and why?" Journal of Pension Economics and Finance 5, no. 2 (May 11, 2006): 121–54. http://dx.doi.org/10.1017/s1474747205002404.
Повний текст джерелаCannon, Edmund, Ian Tonks, and Rob Yuille. "The effect of the reforms to compulsion on annuity demand." National Institute Economic Review 237 (August 2016): R47—R54. http://dx.doi.org/10.1177/002795011623700116.
Повний текст джерелаReichling, Felix, and Kent Smetters. "Optimal Annuitization with Stochastic Mortality and Correlated Medical Costs." American Economic Review 105, no. 11 (November 1, 2015): 3273–320. http://dx.doi.org/10.1257/aer.20131584.
Повний текст джерелаBROWN, JEFFREY, STEVEN HABERMAN, MOSHE MILEVSKY, and MIKE ORSZAG. "Overview of the Issue." Journal of Pension Economics and Finance 5, no. 2 (May 11, 2006): i—ii. http://dx.doi.org/10.1017/s1474747206002514.
Повний текст джерелаVIDAL-MELIÁ, CARLOS, and ANA LEJÁRRAGA-GARCÍA. "Demand for life annuities from married couples with a bequest motive." Journal of Pension Economics and Finance 5, no. 2 (May 11, 2006): 197–229. http://dx.doi.org/10.1017/s1474747205002349.
Повний текст джерелаHORNEFF, WOLFRAM J., RAIMOND H. MAURER, OLIVIA S. MITCHELL, and MICHAEL Z. STAMOS. "Variable payout annuities and dynamic portfolio choice in retirement." Journal of Pension Economics and Finance 9, no. 2 (January 27, 2009): 163–83. http://dx.doi.org/10.1017/s1474747208003880.
Повний текст джерелаWeale, Martin, and Justin van de Ven. "Variable annuities and aggregate mortality risk." National Institute Economic Review 237 (August 2016): R55—R61. http://dx.doi.org/10.1177/002795011623700117.
Повний текст джерелаRajaram, Rajeev, and Nathan Ritchey. "Polynomial Annuities." AppliedMath 2, no. 2 (May 5, 2022): 212–33. http://dx.doi.org/10.3390/appliedmath2020013.
Повний текст джерелаДисертації з теми "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.
Повний текст джерелаTitle 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.
Повний текст джерелаEste 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.
Повний текст джерелаShepard, Mark. "Essays on Health Insurance and Annuities." Thesis, Harvard University, 2015. http://nrs.harvard.edu/urn-3:HUL.InstRepos:17467319.
Повний текст джерелаEconomics
Wong, Shek-Keung Tony. "Valuation of Ratchet Equity-Indexed Annuities." Kyoto University, 2008. http://hdl.handle.net/2433/124090.
Повний текст джерелаRuez, Frederik [Verfasser]. "Risk management of variable annuities / Frederik Ruez." Ulm : Universität Ulm, 2017. http://d-nb.info/113666050X/34.
Повний текст джерелаKrayzler, Mikhail [Verfasser]. "Analytical Pricing of Variable Annuities / Mikhail Krayzler." München : Verlag Dr. Hut, 2017. http://d-nb.info/1140978373/34.
Повний текст джерелаWang, Lihang. "L'évaluation et la structuration de variable annuities." Paris 9, 2012. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=2012PA090036.
Повний текст джерелаIn 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.
Повний текст джерелаYucal, 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.
Повний текст джерелаEste 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.
Книги з теми "Annuities"
David, Shapiro. Annuities. Chicago, IL: Dearborn R&R Newkirk, 1992.
Знайти повний текст джерела1958-, Streiff Thomas F., ed. Annuities. 2nd ed. Chicago, Ill: Dearborn R&R Newkirk, 1997.
Знайти повний текст джерела1958-, Streiff Thomas F., ed. Annuities. 4th ed. Chicago, IL: Dearborn Financial Institute, 2004.
Знайти повний текст джерелаLeeuwenburg, Patsy. Marketing annuities. 2nd ed. Atlanta, Ga: LOMA, 2008.
Знайти повний текст джерелаPechter, Kerry H. Annuities for dummies. Hoboken, NJ: Wiley, 2008.
Знайти повний текст джерелаIndependent Research & Information Service., ed. Tax-deferred annuities. Los Angeles: Independent Research & Information Service, 1990.
Знайти повний текст джерелаJack, Taylor. Taxing deferred annuities. [Washington, D.C.]: Congressional Research Service, Library of Congress, 1992.
Знайти повний текст джерелаJack, Taylor. Taxing deferred annuities. [Washington, D.C.]: Congressional Research Service, Library of Congress, 1992.
Знайти повний текст джерелаIndependent Research & Information Service., ed. Tax-deferred annuities. Los Angeles: Independent Research & Information Service, 1991.
Знайти повний текст джерелаPechter, Kerry H. Annuities for dummies. Hoboken, NJ: Wiley, 2008.
Знайти повний текст джерелаЧастини книг з теми "Annuities"
Pasi, Dave. "Annuities." In Wall Street Potholes, 145–70. Hoboken, NJ, USA: John Wiley & Sons, Inc, 2015. http://dx.doi.org/10.1002/9781119093305.ch7.
Повний текст джерелаCipra, Tomas. "Annuities." In Financial and Insurance Formulas, 35–49. Heidelberg: Physica-Verlag HD, 2010. http://dx.doi.org/10.1007/978-3-7908-2593-0_7.
Повний текст джерелаRichman, Ronald. "Annuities." In 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.
Повний текст джерелаTownsend, Catrin. "Annuities." In A Risky Business, 95–116. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-11673-5_5.
Повний текст джерелаSutcliffe, Charles. "Annuities." In Finance and Occupational Pensions, 247–99. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-349-94863-5_5.
Повний текст джерелаRichman, Ronald. "Annuities." In 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.
Повний текст джерелаGerber, Hans U. "Life Annuities." In Life Insurance Mathematics, 35–47. Berlin, Heidelberg: Springer Berlin Heidelberg, 1990. http://dx.doi.org/10.1007/978-3-662-02655-7_4.
Повний текст джерелаFevurly, Keith R. "Variable Annuities." In The Handbook of Professionally Managed Assets, 291–311. Berkeley, CA: Apress, 2013. http://dx.doi.org/10.1007/978-1-4302-6020-2_15.
Повний текст джерелаGerber, Hans U. "Life Annuities." In Life Insurance Mathematics, 35–47. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-662-03460-6_4.
Повний текст джерелаGerber, Hans U. "Life Annuities." In Life Insurance Mathematics, 35–47. Berlin, Heidelberg: Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-662-03153-7_4.
Повний текст джерелаТези доповідей конференцій з теми "Annuities"
Li, Yi. "Explanation on “annuities puzzle”." In 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5884485.
Повний текст джерелаShang, Qin, and Xuezhi Qin. "Securitization of Longevity Risk in Pension Annuities." In 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing (WiCOM). IEEE, 2008. http://dx.doi.org/10.1109/wicom.2008.2285.
Повний текст джерелаArmstrong, Aaron. "Inclusion of Continuous Annuities in Engineering Economics Instruction." In ASME 2022 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2022. http://dx.doi.org/10.1115/imece2022-96205.
Повний текст джерелаLiu, Lingchen, Xiuping Yang, Wanpeng Lei, and Ting Li. "Calculations of Special Annuities under Random Rates of Interest." In 2011 Fourth International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2011. http://dx.doi.org/10.1109/bife.2011.32.
Повний текст джерелаMing-hua Hsieh and Yu-fen Chiu. "Monte Carlo methods for valuation of ratchet equity indexed annuities." In 2007 Winter Simulation Conference. IEEE, 2007. http://dx.doi.org/10.1109/wsc.2007.4419697.
Повний текст джерелаShi-long, Li, and Zhao Xia. "Actuarial present values in continuous annuities based on Hossian Assumption." In 2013 International Conference on Management Science and Engineering (ICMSE). IEEE, 2013. http://dx.doi.org/10.1109/icmse.2013.6586306.
Повний текст джерелаHsu, William W. Y., Yi Wen Wu, and Jan Ming Ho. "Valuating Interest Sensitive Annuities and Life Insurances under the FinancialCloud Architecture." In 2014 International Symposium on Computer, Consumer and Control (IS3C). IEEE, 2014. http://dx.doi.org/10.1109/is3c.2014.75.
Повний текст джерелаGan, Guojun, and Jimmy Xiangji Huang. "A Data Mining Framework for Valuing Large Portfolios of Variable Annuities." In 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.
Повний текст джерелаGan, Guojun. "A multi-asset Monte Carlo simulation model for the valuation of variable annuities." In 2015 Winter Simulation Conference (WSC). IEEE, 2015. http://dx.doi.org/10.1109/wsc.2015.7408450.
Повний текст джерелаKoshkin, Gennady M., and Oxana V. Gubina. "Estimation of the Present Values of Life Annuities for the Different Actuarial Models." In 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.
Повний текст джерелаЗвіти організацій з теми "Annuities"
Michaud, Pierre-Carl, and Pascal St-Amour. Longevity, Health and Housing Risks Management in Retirement. CIRANO, March 2023. http://dx.doi.org/10.54932/rnkf5751.
Повний текст джерелаDavidoff, Thomas, Jeffrey Brown, and Peter Diamond. Annuities and Individual Welfare. Cambridge, MA: National Bureau of Economic Research, May 2003. http://dx.doi.org/10.3386/w9714.
Повний текст джерелаGentry, William, and Joseph Milano. Taxes and Investment in Annuities. Cambridge, MA: National Bureau of Economic Research, April 1998. http://dx.doi.org/10.3386/w6525.
Повний текст джерелаMitchell, Olivia, and David McCarthy. Annuities for an Ageing World. Cambridge, MA: National Bureau of Economic Research, August 2002. http://dx.doi.org/10.3386/w9092.
Повний текст джерелаBrown, Jeffrey, Arie Kapteyn, Erzo F. P. Luttmer, and Olivia Mitchell. Cognitive Constraints on Valuing Annuities. Cambridge, MA: National Bureau of Economic Research, June 2013. http://dx.doi.org/10.3386/w19168.
Повний текст джерелаBrown, Jeffrey, and James Poterba. Household Ownership of Variable Annuities. Cambridge, MA: National Bureau of Economic Research, January 2006. http://dx.doi.org/10.3386/w11964.
Повний текст джерелаO'Dea, Cormac, and David Sturrock. Survival Pessimism and the Demand for Annuities. Cambridge, MA: National Bureau of Economic Research, August 2020. http://dx.doi.org/10.3386/w27677.
Повний текст джерелаSturrock, David, and Cormac O'Dea. Survival pessimism and the demand for annuities. The IFS, January 2019. http://dx.doi.org/10.1920/wp.ifs.2019.0219.
Повний текст джерелаPoterba, James. The History of Annuities in the United States. Cambridge, MA: National Bureau of Economic Research, April 1997. http://dx.doi.org/10.3386/w6001.
Повний текст джерелаMcCarthy, David, and Olivia Mitchell. International Adverse Selection in Life Insurance and Annuities. Cambridge, MA: National Bureau of Economic Research, September 2003. http://dx.doi.org/10.3386/w9975.
Повний текст джерела