On the public citation graph

Optimal Portfolio Choice in Retirement with Participating Life Annuities

https://doi.org/10.2139/ssrn.2523582
0 signed · 31 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.insmatheco.2004.10.001openalex-extracted
A Lévy process-based framework for the fair valuation of participating life insurance contracts
inferredcites →https://doi.org/10.1016/j.insmatheco.2005.02.006openalex-extracted
Risk measure and fair valuation of an investment guarantee in life insurance
inferredcites →https://doi.org/10.1016/j.insmatheco.2006.02.003openalex-extracted
Risk-neutral valuation of participating life insurance contracts
inferredcites →https://doi.org/10.1016/j.insmatheco.2013.08.002openalex-extracted
The value of interest rate guarantees in participating life insurance contracts: Status quo and alternative product design
inferredcites →https://doi.org/10.1016/j.insmatheco.2015.03.031openalex-extracted
Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
inferredcites →https://doi.org/10.1016/j.jedc.2008.01.007openalex-extracted
Life-cycle asset allocation with annuity markets
inferredcites →https://doi.org/10.1017/s1474747213000346openalex-extracted
Welfare implications of product choice regulation during the payout phase of funded pensions
inferredcites →https://doi.org/10.1093/rof/rfs046openalex-extracted
Optimal Portfolio Choice with Annuities and Life Insurance for Retired Couples
inferredcites →https://doi.org/10.1111/j.1539-6975.2006.00195.xopenalex-extracted
A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration
inferredcites →https://doi.org/10.1111/j.1539-6975.2007.00224.xopenalex-extracted
Analysis of Participating Life Insurance Contracts: A Unification Approach
inferredcites →https://doi.org/10.1111/j.1539-6975.2007.00225.xopenalex-extracted
The Impact of Surplus Distribution on the Risk Exposure of With Profit Life Insurance Policies Including Interest Rate Guarantees
inferredcites →https://doi.org/10.1111/j.1539-6975.2008.00295.xopenalex-extracted
Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities
inferredcites →https://doi.org/10.1111/j.1539-6975.2011.01453.xopenalex-extracted
Creating Customer Value in Participating Life Insurance
inferredcites →https://doi.org/10.1111/j.1539-6975.2012.01502.xopenalex-extracted
Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities
inferredcites →https://doi.org/10.2139/ssrn.156488openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1653333openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1708027openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2078114openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2439171openalex-extracted
The Effects of a Low Interest Rate Environment on Life Insurers
inferredcites →https://doi.org/10.2139/ssrn.248110openalex-extracted
Life Insurance Liabilities at Market Values: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework
inferredcites →https://doi.org/10.3386/w14055openalex-extracted
Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts
inferredcites →https://doi.org/10.1016/j.insmatheco.2011.09.004openalex-snapshot
Analyzing surplus appropriation schemes in participating life insurance from the insurer’s and the policyholder’s perspective
inferredcites →https://doi.org/10.1016/s0167-6687(99)00041-4openalex-snapshot
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
inferredcites →https://doi.org/10.1017/asb.2013.10openalex-snapshot
PARTICIPATING PAYOUT LIFE ANNUITIES: LESSONS FROM GERMANY
inferredcites →https://doi.org/10.1017/s1474747208003880openalex-snapshot
Variable payout annuities and dynamic portfolio choice in retirement
inferredcites →https://doi.org/10.1057/gpp.2010.35openalex-snapshot
On the Valuation of Investment Guarantees in Unit-linked Life Insurance: A Customer Perspective
inferredcites →https://doi.org/10.1080/03461230410000556openalex-snapshot
On accounting standards and fair valuation of life insurance and pension liabilities
inferredcites →https://doi.org/10.1093/rfs/hhq080openalex-snapshot
How Deep Is the Annuity Market Participation Puzzle?
inferredcites →https://doi.org/10.1111/j.1539-6975.2011.01455.xopenalex-snapshot
Can the Life Insurance Market Provide Evidence for a Bequest Motive?

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4567621openalex-extracted
inferred← citeshttps://doi.org/10.1111/1475-4932.12832openalex-snapshot
Interaction Between Age Pension Means Testing and Innovative Income Streams in Australia*
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.