Ermanno Pitacco
Many modern insurance products are designed as packages, whose items may be either included or not in the product actually purchased by the client.
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Working Papers
2012Jul
2012Jun
Erik Hernaes, Simen Markussen, John Piggott and Ola Vestad
The relationship between retirement and mortality is studied with a unique administrative data set covering the full population of Norway
2012May
Joelle H. Fong, John Piggott, and Michael Sherris
This paper assesses the cost and risk faced by public sector, defined benefit plan providers arising from uncertain mortality, including longevity selection, mortality improvements, and unexpected systematic shocks.
2012May
Bei Lu
This paper uses the China Health and Retirement Longitudinal Study (CHARLS) data to investigate the net impact on the old age household income inequality when the new rural pension plan is in place.
2012Feb
Meliyanni Johar and Shiko Maruyama
We estimate a sequential game to investigate externality and strategic interaction among adult siblings regarding their location choice relative to their elderly parents.
2012Jan
Loretti Dobrescu, Dimitris Christelis, Alberto Motta
Using life-history survey data from eleven European countries, we investigate whether childhood conditions, such as socioeconomic status, cognitive abilities and health problems influence portfolio choice and risk attitudes later in life.
2012Jan
Daniel Alai, Zinoviy Landsman and Michael Sherris
Systematic improvements in mortality results in dependence in the survival distributions of insured lives. This paper applies a multivariate gamma distribution to incorporate dependence.
2012Jan
Elena Capatina
This paper studies four channels through which health affects individuals: (1) productivity, (2) medical expenditures, (3) available time and (4) survival probabilities, and assesses their roles in determining labour supply, asset accumulation and welfare.
2012Jan
Dimitris Christelis and Loretti I. Dobrescu
Using micro data from eleven European countries, we investigate the impact of being socially active on cognition in older age.