The significant accumulation of superannuation assets must be converted into income to finance the retirement needs of individuals. This paper considers the development of a life annuity market in Australia focusing on the risk management for potential suppliers of long-term guaranteed annuity products. It also examines the role of government in this market, particularly in hedging for the major risks involved
Annuities are specifically designed to cover the risk that an individual outlives their own resource...
We survey the long-term derivative instruments (warrants) offered by Australian institutions to elde...
The paper considers a model for a homogeneous portfolio of a whole life annuities immediate. The aim...
While retirement income products have become more important in Australia in recent years, the growth...
We analyze the small and disappearing market for life annuities in Australia by estimating the net b...
The aim of this thesis is to investigate how members of Australian superannuation funds can manage r...
The main problems facing annuity providers relate to adverse selection and mortality risk, the risk ...
Dramatic advances in life expectancy mean that today's retirees must plan on living into their eight...
This research paper aims to introduce the use of Life Annuities as a retirement tool for the general...
Although annuities are a theoretically appealing way to manage longevity risk, in the real world rel...
This paper offers a preliminary exploration of the implications of alternative mandatory annuity des...
This thesis explores the economic issues associated with the payout phase where a defined contributi...
© 2017 Dr. Joan Victoria NakatoIncreasing longevity paved the way for a shift from defined benefit t...
Longevity risk has become a major challenge for governments, individuals, and annuity providers in m...
This paper assesses the hedge effectiveness of an index-based longevity swap and a longevity cap for...
Annuities are specifically designed to cover the risk that an individual outlives their own resource...
We survey the long-term derivative instruments (warrants) offered by Australian institutions to elde...
The paper considers a model for a homogeneous portfolio of a whole life annuities immediate. The aim...
While retirement income products have become more important in Australia in recent years, the growth...
We analyze the small and disappearing market for life annuities in Australia by estimating the net b...
The aim of this thesis is to investigate how members of Australian superannuation funds can manage r...
The main problems facing annuity providers relate to adverse selection and mortality risk, the risk ...
Dramatic advances in life expectancy mean that today's retirees must plan on living into their eight...
This research paper aims to introduce the use of Life Annuities as a retirement tool for the general...
Although annuities are a theoretically appealing way to manage longevity risk, in the real world rel...
This paper offers a preliminary exploration of the implications of alternative mandatory annuity des...
This thesis explores the economic issues associated with the payout phase where a defined contributi...
© 2017 Dr. Joan Victoria NakatoIncreasing longevity paved the way for a shift from defined benefit t...
Longevity risk has become a major challenge for governments, individuals, and annuity providers in m...
This paper assesses the hedge effectiveness of an index-based longevity swap and a longevity cap for...
Annuities are specifically designed to cover the risk that an individual outlives their own resource...
We survey the long-term derivative instruments (warrants) offered by Australian institutions to elde...
The paper considers a model for a homogeneous portfolio of a whole life annuities immediate. The aim...