Annuities (Research Category)

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  • Rik G. P. Frehen, Roy P. M. M. Hoevenaars, Franz C. Palm, Peter C. Schotman, 2008, "Regret aversion and annuity risk in defined contribution pension plans", Insurance: Mathematics and Economics, 2008- Volume 42 p. 1050
  • Wolfram J. Horneff, Raimond H. Maurer, Olivia S. Mitchell, Michael Z. Stamos, 2010, "Variable payout annuities and dynamic portfolio choice in retirement", Journal of Pension Economics and Finance, 2010- Volume 9 p. 163 (21 pages)
  • Julie R. Agnew, Lisa R Anderson, Jeffrey R. Gerlach, Lisa R Szykman, 2008, "Who Chooses Annuities? An Experimental Investigation of the Role of Gender, Framing, and Defaults", The American Economic Review, 2008- Volume 98 p. 418
  • P. Date, R. Mamon, L. Jalen, I. C. Wang, 2010, "A linear algebraic method for pricing temporary life annuities and insurance policies", Insurance: Mathematics and Economics, 2010- Volume 47 p. 98
  • Guanghua Cao, Andrew H. Chen, Zhangxin Chen, 2010, "Pricing and risk management of variable annuities and equity-indexed annuities", Research in Finance, 2010- Volume 26 p. 183
  • John Piggott, Emiliano A. Valdez, Bettina Detzel, 2005, "THE SIMPLE ANALYTICS OF A POOLED ANNUITY FUND", Journal of Risk and Insurance, 2005- Volume 72 p. 497 (24 pages)
  • Thomas Davidoff, Jeffrey R. Brown, Peter Diamond, 2005, "Annuities and Individual Welfare", The American Economic Review, 2005- Volume 95 p. 1573
  • James X. Xiong, Peng Chen, Thomas M. Idzorek, 2010, "Allocation to Deferred Variable Annuities with GMWB for Life", Journal of Financial Planning, 2010-Feb
  • Dr. Patrick Collins, Josh Stampfli, Huy Lam, 2009, "Equity Indexed Annuities: Downside Protection, But at What Cost?", Journal of Financial Planning, 2009-May
  • Amy Finkelstein, James Poterba, Casey G. Rothschild, 2009, "Redistribution by insurance market regulation, Analyzing a ban on gender-based retirement annuities", Journal of Financial Economics, 2009- Volume 91 p. 38
  • Huaxiong Huang, Dr. Moshe A. Milevsky, Thomas S. Salisbury, 2009, "A Different Perspective on Retirement Income Sustainability, The Blueprint for a Ruin Contingent Life Annuity (RCLA)", The Journal of Wealth Management, 2009- Volume 11 p. 89 (9 pages)
  • Wolfram J. Horneff, Raimond H. Maurer, Michael Z. Stamos, 2008, "Life-cycle asset allocation with annuity markets", Journal of Economic Dynamics & Control, 2008- Volume 32 p. 3590
  • Wolfram J. Horneff, Raimond H. Maurer, Michael Z. Stamos, 2008, "OPTIMAL GRADUAL ANNUITIZATION, QUANTIFYING THE COSTS OF SWITCHING TO ANNUITIES", Journal of Risk and Insurance, 2008- Volume 75 p. 1019 (20 pages)
  • Esther Frostig, Michel Denuit, 2009, "Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios", Scandinavian Actuarial Journal, 2009- Volume 2009 p. 295
  • Richard E. Marcus, Glen Janken, 2009, "Annuities and the Other Side of the Retirement Savings Coin", Journal of Accountancy, 2009- Volume 207 p. 36 (5 pages)
  • Aparna Gupta, Zhisheng Li, 2007, "Integrating optimal annuity planning with consumption-investment selections in retirement planning", Insurance: Mathematics and Economics, 2007- Volume 41 p. 96
  • Helen Pushkarskaya, Maria I Marshall, 2009, "Lump Sum versus Annuity, Choices of Kentucky Farmers during the Tobacco Buyout Program", Journal of Agricultural and Applied Economics, 2009- Volume 41 p. 613 (12 pages)
  • Enrico Biffis, Pietro Millossovich, 2006, "The fair value of guaranteed annuity options", Scandinavian Actuarial Journal, 2006- p. 23
  • Gary D. Hansen, Selahattin Mrohoro-lu, 2008, "Consumption over the life cycle, The role of annuities", Review of Economic Dynamics, 2008- Volume 11 p. 566
  • Jeffrey R. Brown, Peter R. Orszag, 2006, "THE POLITICAL ECONOMY OF GOVERNMENT-ISSUED LONGEVITY BONDS", Journal of Risk and Insurance, 2006- Volume 73 p. 611
  • Johann K. Brunner, Susanne Pech, 2008, "Optimum taxation of life annuities", Social Choice and Welfare, 2008- Volume 30 p. 285 (19 pages)
  • Sachi Purcal, John Piggott, 2008, "EXPLAINING LOW ANNUITY DEMAND, AN OPTIMAL PORTFOLIO APPLICATION TO JAPAN", Journal of Risk and Insurance, 2008- Volume 75 p. 493 (24 pages)
  • Melissa Kahn, Roberta Rafaloff, 2009, "Replicating the Guaranteed Income of DB Plans in a DC World", Benefits Quarterly, 2009- Volume 25 p. 23 (6 pages)
  • Gudrun Hoermann, Jochen Russ, 2008, "Enhanced annuities and the impact of individual underwriting on an insurer's profit situation", Insurance: Mathematics and Economics, 2008- Volume 43 p. 150
  • Wei-Yin Hu, Jason S. Scott, 2007, "Behavioral Obstacles in the Annuity Market", Financial Analysts Journal, 2007- Volume 63 p. 71-82
  • Sven H. Sinclair, Kent A. Smetters, 2004, "Health Shocks and the Demand for Annuities", Congressional Budget Office Technical Paper Series, 2004-
  • Melissa Kahn, Jody Strakosch, 2010, "Allowing Retiring Employees to ‘Test Drive’ an Annuity", Benefits Quarterly, 2010- Volume 26 p. 15 (4 pages)
  • Peter A. Gold, Alan Vorchheimer, 2009, "Everything Old Is New Again, Applying Defined Benefit Solutions to Defined Contribution Programs", Benefits Quarterly, 2009- Volume 25 p. 38 (3 pages)
  • Michael C. M. Leung, Yong Wang, 2010, "ENDOGENOUS HEALTH CARE, LIFE EXPECTANCY AND ECONOMIC GROWTH", Pacific Economic Review, 2010- Volume 15 p. 11
  • Dr. Gaobo Pang, Mark Warshawsky, 2010, "Optimizing the equity-bond-annuity portfolio in retirement, The impact of uncertain health expenses", Insurance: Mathematics and Economics, 2010- Volume 46 p. 198
  • Guan Gong, Anthony Webb, 2010, "Evaluating the Advanced Life Deferred Annuity - An annuity people might actually buy", Insurance: Mathematics and Economics, 2010- Volume 46 p. 210
  • Guan Gong, Anthony Webb, 2008, "MORTALITY HETEROGENEITY AND THE DISTRIBUTIONAL CONSEQUENCES OF MANDATORY ANNUITIZATION", Journal of Risk and Insurance, 2008- Volume 75 p. 1055 (25 pages)
  • Michael Ludkovski, Virginia R. Young, 2008, "Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates", Insurance: Mathematics and Economics, 2008- Volume 42 p. 14
  • Charles A. Stone, Anne Zissu, 2008, "Using Life Extension-Duration and Life Extension-Convexity to Value Senior Life Settlement Contracts", The Journal of Alternative Investments, 2008- Volume 11 p. 94 (16 pages)
  • Mr. Ty Bernicke, 2007, "Variable Annuities: From Controversial to Mainstream Using a Two-Bucket Strategy, Part 1 and 2", Journal of Financial Planning, 2007-Aug
  • Vorris J. Blankenship, 2006, "Annuity and Life Insurance Contracts Purchased By Trusts Under Qualified Retirement Plans", Journal of Retirement Planning, 2006-July-August Volume 9
  • Jeffrey R. Brown, 2007, "Rational and Behavioral Perspectives on the Role of Annuities in Retirement Planning", NBER Working Papers, 2007- Volume 13537
  • Andrew J. G. Cairns, 2006, "Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk", ASTIN Bulletin, 2006- Volume 36 p. 79-120
  • Rosie Carr, 2003, "Pension annuities: your just desserts?", Investors Chronicle, 2003- Volume 20
  • James E. Ciecka, 2008, "The First Mathematically Correct Life Annuity Valuation Formula*", Journal of Legal Economics, 2008- Volume 15 p. 59 (6 pages)
  • Michel Denuit, 2009, "Life Anuities with Stochastic Survival Probabilities, A Review", Methodology and Computing in Applied Probability, 2009- Volume 11 p. 463 (27 pages)
  • Edward Foster, 2010, "Life Expectancies, Joint Life Expectancies, Life Annuities, and Joint Life Annuities", Journal of Legal Economics, 2010- Volume 16 p. 111 (12 pages)
  • Jianwei Gao, 2010, "An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts", Insurance: Mathematics and Economics, 2010- Volume 46 p. 511
  • Jianwei Gao, 2009, "Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model", Insurance: Mathematics and Economics, 2009- Volume 45 p. 9
  • Ralph Goldsticker, 2007, "A Mutual Fund to Yield Annuity-Like Benefits", Financial Analysts Journal, 2007- Volume 63 p. 63 (6 pages)
  • Matt Van Heuvelen, 2010, "Duplicative, Confusing, and Legally Inaccurate, The SEC's Attempt to Regulate Fixed Indexed Annuities", Journal of Corporation Law, 2010- Volume 35 p. 663 (28 pages)
  • Stuart R. Josephs, 2008, "Watch Out for Private Annuities", Journal of Accountancy, 2008- Volume 206 p. 34 (5 pages)
  • Paul D. Kaplan, 2006, "Asset Allocation with Annuities for Retirement Income Management", The Journal of Wealth Management, 2006- Volume 8 p. 27 (15 pages)
  • P. Lopes, 2007, "Rare Events and Annuity Market Participation", Finance Research Letters, 2007- Volume 4 p. 82-91
  • Chris Mayer, 2009, "Helping Retirees Maximize Sustainable Income, With Institutionally Priced Annuities", Benefits Quarterly, 2009- Volume 25 p. 41 (6 pages)
  • Charles J. Reichert, 2009, "PRIVATE ANNUITY DEFERS GAIN", Journal of Accountancy, 2009- Volume 207 p. 81 (2 pages)
  • Jason S. Scott, 2008, "The Longevity Annuity: An Annuity for Everyone?", Financial Analysts Journal, 2008-January/February Volume 64 p. 40-48
  • Dr. John J. Spitzer, 2009, "Managing a Retirement Portfolio, Do Annuities Provide More Safety?", Journal of Financial Counseling and Planning, 2009- Volume 20 p. 58 (13 pages)
  • C. Turra, 2004, "The Impact of Health Status and Out-of-Pocket Medical Expenditures on Annuity Valuation", Pension Research Council, 2004-
  • John L. Utz, 2008, "Section 403(b) Tax-Sheltered Annuities", Journal of Deferred Compensation, 2008- Volume 14 p. 1 (47 pages)
  • Geoffrey A. VanderPal, 2008, "EQUITY INDEX ANNUITIES", Journal of Personal Finance, 2008- Volume 7 p. 34 (10 pages)
  • Alistair Byrne, David Blake, Andrew J. G. Cairns, Kevin Dowd, 2007, "Default Funds in U.K. Defined-Contribution Plans (corrected)", Financial Analysts Journal, 2007-July/August Volume 63 p. 40-51