Título:

Valuation of Longevity-Linked Life Annuities

Autores:

Jorge Miguel Ventura Bravo (U Nova)
Najat El Mekkaou (U Oxford, U Paris IX, Dauphine)

Revista:

Insurance: Mathematics and Economics

Ano:

2018

Volume:

78

Páginas:

212-229

Códigos JEL:

D31 - Personal Income, Wealth, and Their Distributions
H55 - Social Security and Public Pensions
J26 - Retirement; Retirement Policies
G13 - Contingent Pricing; Futures Pricing

DOI:

10.1016/j.insmatheco.2017.09.009