Search for dissertations about: "annuity"

Showing result 1 - 5 of 6 swedish dissertations containing the word annuity.

2. 1. Essays on Pensions, Retirement and Tax Evasion

   Author : Johannes Hagen; Sören Blomquist; Håkan Selin; Monika Bütler; Uppsala universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Pensions; retirement; annuity; annuity puzzle; adverse selection; pension reform; instrumental variable; health; health care; mortality; tax evasion; engel curves; consumption; self-employment; permanent income; Economics; Nationalekonomi;

   Abstract : Essay I: This essay provides an overview of the history of the Swedish pension system. Starting with the implementation of the public pension system in 1913, it outlines the key components of each major pension reform up until today along with a discussion of the main trade-offs and concerns that policy makers have faced. READ MORE

4. 2. Benefit Design, Retirement Decisions and Welfare Within and Across Generations in Defined Contribution Pension Schemes

   Author : Yuwei Zhao de Gosson de Varennes; Per Johansson; Edward Palmer; Tommy Bengtsson; Uppsala universitet; []
   Keywords : NDC; ageing population; life expectancy projection; Lee-Carter Model; benefit design; social gap in life expectancy; rate of change in mortality; Economics; Nationalekonomi;

   Abstract : Essay 1 (with Juha Alho and Edward Palmer): All around the world, public pension schemes are moving in the direction of non-financial (NDC) and financial defined contribution (DC) schemes.  Both rely on accurate projections of life expectancy in the creation of annuities. READ MORE

5. 3. Stochastic modelling in disability insurance

   Author : Björn Löfdahl; Boualem Djehiche; Mogens Steffensen; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : This thesis consists of two papers related to the stochastic modellingof disability insurance. In the first paper, we propose a stochastic semi-Markovian framework for disability modelling in a multi-period discrete-time setting. READ MORE

6. 4. Topics in life and disability insurance

   Author : Björn Löfdahl Grelsson; Boualem Djehiche; Jostein Paulsen; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Abstract : This thesis consists of five papers, presented in Chapters A-E, on topics in life and disability insurance. It is naturally divided into two parts, where papers A and B discuss disability rates estimation based on historical claims data, and papers C-E discuss claims reserving, risk management and insurer solvency. READ MORE

7. 5. Public Policy, Household Finance and the Macroeconomy

   Author : Jakob Almerud; Paul Klein; David Domeij; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Public policy; household finance; macroeconomics; numerical models; housing finance; Economics; nationalekonomi;

   Abstract : The thesis contains four separate essays, spanning questions of the interaction between public policy, household finance and the macroeconomy. How does public policy affect macroeconomic outcomes, and the choices and welfare of households, and what are households’ optimal financial responses to changes in macroeconomic environments? Furthermore, the thesis includes a development of a method, which is helpful to answer questions like the ones stated above. READ MORE