Search results for "Retirement Benefit"

showing 2 items of 2 documents

Converting Retirement Benefit into a Life Care Annuity with Graded Benefits: How Costly Would it Actually Be?

2016

This paper deals with life care annuities, i.e. bundled products comprising a life annuity and long-term care insurance. It aims to assess the cost of converting retirement benefit into a life care annuity with graded benefits using a pre-existing public pay-as-you-go pension scheme. With this objective in mind, we present an actuarial method based on array calculus for valuing this type of life care annuity. The health dynamics of the annuitant rely on a reversible illness-death multistate framework. The paper contains a numerical example in which mortality and disability assumptions are based on data from the USA and Australia, although this should be viewed simply as an illustration. In …

Actuarial present valuePensionActuarial scienceLife careAnnuity functionLife annuityEconomicsLife expectancyLong-term care insuranceRetirement BenefitSSRN Electronic Journal
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Converting retirement benefit into a life care annuity with graded benefits

2016

AbstractThis paper deals with life care annuities, i.e. bundled products comprising a life annuity and long-term care insurance. It aims to assess the cost of converting retirement benefit into a life care annuity with graded benefits using a pre-existing public pay-as-you-go pension scheme. With this objective in mind, we present an actuarial method based on array calculus for valuing this type of life care annuity. The health dynamics of the annuitant rely on a reversible illness-death multistate framework. The paper contains a numerical example in which mortality and disability assumptions are based on data from the USA and Australia, although this should be viewed simply as an illustrat…

Statistics and ProbabilityEconomics and EconometricsPension050208 financeActuarial science05 social sciencesLife annuityAnnuity function01 natural sciencesRetirement Benefit010104 statistics & probabilityActuarial present valueLife care0502 economics and businessLife expectancyEconomics0101 mathematicsStatistics Probability and UncertaintyLong-term care insuranceScandinavian Actuarial Journal
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