Matches in SemOpenAlex for { <https://semopenalex.org/work/W2016779785> ?p ?o ?g. }
- W2016779785 abstract "Annuities are perceived as being illiquid financial instruments, and this has limited their attractiveness to consumers and inclusion in financial models. However, short positions in annuities can be replicated using life insurance and debt, permitting long positions in annuities to be offset, or short annuity positions to be created. The implications of this result for the annuity puzzle, arbitrage between the annuity and life insurance markets, and speculation on expected longevity are investigated. It is argued that annuity replication could help solve the annuity puzzle, improve the price efficiency of annuity markets and promote the inclusion of annuities in household portfolios." @default.
- W2016779785 created "2016-06-24" @default.
- W2016779785 creator A5082581465 @default.
- W2016779785 date "2013-01-01" @default.
- W2016779785 modified "2023-09-23" @default.
- W2016779785 title "Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios" @default.
- W2016779785 cites W1495951976 @default.
- W2016779785 cites W1506481756 @default.
- W2016779785 cites W1507035871 @default.
- W2016779785 cites W1539287576 @default.
- W2016779785 cites W154222511 @default.
- W2016779785 cites W1548009262 @default.
- W2016779785 cites W1550850064 @default.
- W2016779785 cites W1552033682 @default.
- W2016779785 cites W1553901633 @default.
- W2016779785 cites W1570574590 @default.
- W2016779785 cites W1577179627 @default.
- W2016779785 cites W177245425 @default.
- W2016779785 cites W1811013947 @default.
- W2016779785 cites W1966041856 @default.
- W2016779785 cites W1966670743 @default.
- W2016779785 cites W1968870290 @default.
- W2016779785 cites W1976529047 @default.
- W2016779785 cites W1978867260 @default.
- W2016779785 cites W1986146640 @default.
- W2016779785 cites W1988835972 @default.
- W2016779785 cites W1994875681 @default.
- W2016779785 cites W1996817148 @default.
- W2016779785 cites W1998177204 @default.
- W2016779785 cites W2001895530 @default.
- W2016779785 cites W2019348738 @default.
- W2016779785 cites W2023144497 @default.
- W2016779785 cites W2023675883 @default.
- W2016779785 cites W2028695319 @default.
- W2016779785 cites W2030031308 @default.
- W2016779785 cites W2031499447 @default.
- W2016779785 cites W2041455182 @default.
- W2016779785 cites W2042321250 @default.
- W2016779785 cites W2062484327 @default.
- W2016779785 cites W2066515490 @default.
- W2016779785 cites W2072021537 @default.
- W2016779785 cites W2072131371 @default.
- W2016779785 cites W2077721264 @default.
- W2016779785 cites W2100458267 @default.
- W2016779785 cites W2105495274 @default.
- W2016779785 cites W2108755049 @default.
- W2016779785 cites W2130230295 @default.
- W2016779785 cites W2130454920 @default.
- W2016779785 cites W2141254109 @default.
- W2016779785 cites W2142663729 @default.
- W2016779785 cites W2146670349 @default.
- W2016779785 cites W2162980535 @default.
- W2016779785 cites W2166949202 @default.
- W2016779785 cites W2184440107 @default.
- W2016779785 cites W2213269882 @default.
- W2016779785 cites W2236696376 @default.
- W2016779785 cites W230883315 @default.
- W2016779785 cites W2480225236 @default.
- W2016779785 cites W2510106457 @default.
- W2016779785 cites W3121347616 @default.
- W2016779785 cites W3122848034 @default.
- W2016779785 cites W3123011824 @default.
- W2016779785 cites W3124339175 @default.
- W2016779785 cites W3125334520 @default.
- W2016779785 cites W3125935105 @default.
- W2016779785 cites W3125959084 @default.
- W2016779785 cites W3125983221 @default.
- W2016779785 cites W2157297336 @default.
- W2016779785 doi "https://doi.org/10.2139/ssrn.2289250" @default.
- W2016779785 hasPublicationYear "2013" @default.
- W2016779785 type Work @default.
- W2016779785 sameAs 2016779785 @default.
- W2016779785 citedByCount "0" @default.
- W2016779785 crossrefType "journal-article" @default.
- W2016779785 hasAuthorship W2016779785A5082581465 @default.
- W2016779785 hasBestOaLocation W20167797852 @default.
- W2016779785 hasConcept C10138342 @default.
- W2016779785 hasConcept C106159729 @default.
- W2016779785 hasConcept C144133560 @default.
- W2016779785 hasConcept C160623529 @default.
- W2016779785 hasConcept C162118730 @default.
- W2016779785 hasConcept C162324750 @default.
- W2016779785 hasConcept C2780899237 @default.
- W2016779785 hasConcept C44465351 @default.
- W2016779785 hasConcept C47941915 @default.
- W2016779785 hasConcept C556758197 @default.
- W2016779785 hasConcept C76485209 @default.
- W2016779785 hasConceptScore W2016779785C10138342 @default.
- W2016779785 hasConceptScore W2016779785C106159729 @default.
- W2016779785 hasConceptScore W2016779785C144133560 @default.
- W2016779785 hasConceptScore W2016779785C160623529 @default.
- W2016779785 hasConceptScore W2016779785C162118730 @default.
- W2016779785 hasConceptScore W2016779785C162324750 @default.
- W2016779785 hasConceptScore W2016779785C2780899237 @default.
- W2016779785 hasConceptScore W2016779785C44465351 @default.
- W2016779785 hasConceptScore W2016779785C47941915 @default.
- W2016779785 hasConceptScore W2016779785C556758197 @default.
- W2016779785 hasConceptScore W2016779785C76485209 @default.
- W2016779785 hasLocation W20167797851 @default.
- W2016779785 hasLocation W20167797852 @default.