Longevity-contingent deferred life annuities*

M. Denuit, S. Haberman and A. E. Renshaw

Journal of Pension Economics and Finance, 2015, vol. 14, issue 3, 315-327

Abstract: Considering the substantial systematic longevity risk threatening annuity providers’ solvency, indexing benefits on actual mortality improvements appears to be an efficient risk management tool, as discussed in Denuit et al. (2011) and Richter and Weber (2011). Whereas these papers consider indexing annuity payments, the present work suggests that the length of the deferment period could also be subject to revision, providing longevity-contingent deferred life annuities.

Date: 2015
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