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Consumption-Investment Problems with Stochastic Mortality Risk
(2014-03-03)
I numerically solve realistically calibrated life cycle consumption-investment problems in continuous time featuring stochastic mortality risk driven by jumps, unspanned labor income as well as short-sale and liquidity ...
Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk
(2015-04-13)
When markets are incomplete, social security can partially insure against idiosyncratic and aggregate risks. We incorporate both risks into an analytically tractable model with two overlapping generations. We derive the ...
A Stochastic Forward-Looking Model to Assess the Profitability and Solvency of European Insurers
(2016-11-01)
In this paper, we develop an analytical framework for conducting forward-looking assessments of profitability and solvency of the main euro area insurance sectors. We model the balance sheet of an insurance company ...
Moody's
Moody's Corporation, often referred to as Moody's, is an American business and financial services company. It is the holding company for Moody's Investors Service (MIS), an American credit rating agency, and Moody's Analytics ...
PSID
The Panel Study of Income Dynamics (PSID) is the longest running longitudinal household survey in the world. The study began in 1968 with a nationally representative sample of over 18,000 individuals living in 5,000 families ...
EIOPA
EIOPA’s data framework underpins its capability to securely collect, manage, analyse and report on the data it receives. It has allowed the establishment of a central repository of data on insurance and pensions markets. ...
REIT
A real estate investment trust (“REIT”) is a company that owns, operates or finances income-producing real estate. REITs provide all investors the chance to own valuable real estate, present the opportunity to access ...
Destatis
The Federal Statistical Office is the institution to contact first for official data on the society, the economy, the environment and the state. We provide objective statistics that have been compiled in a neutral and ...
ZfKD
Das Zentrum für Krebsregisterdaten (ZfKD) im Robert Koch-Institut in Berlin führt die Daten der epidemiologischen Landeskrebsregister auf Bundesebene zusammen.