Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities
收藏NBER2011-10-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w17505
下载链接
链接失效反馈官方服务:
资源简介:
This paper assesses the impact of variable investment-linked deferred annuities (VILDAs) on lifecycle consumption, saving, and portfolio allocation patterns given stochastic and systematic mortality. Insurers have taken two approaches to manage systematic mortality risks, namely self-insurance and
提供机构:
美国国家经济研究局
创建时间:
2011-10-01



