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Managing Retirement Assets Symposium: The Simple Analytics of a Pooled Annuity Fund
Managing ... ti k xskxst t t 1 ** ,][ 1 ][ 1 . (17) Equation (17) gives an average survivorship rate based ... rate (harmonic mean again). The weights used in (17) can be denoted as ** ,][][ 1 t Ai ti k xt ...- Authors: Emiliano Valdez, John Piggott, Bettina Detzel
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Group plans - Annuities; Demography>Longevity; Pensions & Retirement; Pensions & Retirement>Retirement risks