Concepedia

Annuity Valuation

Annuity Valuation is the actuarial process of determining the present value of a series of future periodic payments under specified interest and survival assumptions, distinguished from other valuation methods by its focus on contingent cash flows structured as annuities.

521

Publications

23.7K

Citations

655

Authors

367

Institutions

Publications per year

2017–2026

76

Parents

Children

Publications

521

New Evidence on the Money's Worth of Individual Annuities

Olivia S. Mitchell, James M. Poterba, Mark J. Warshawsky et al. · American Economic Review · 1999 · 822 citations

, , +12

Annuities and Individual Welfare

Thomas Davidoff, Jeffrey R. Brown, Peter Dia­mond · American Economic Review · 2005 · 744 citations

, , +17

The Personal Discount Rate: Evidence from Military Downsizing Programs

John T. Warner, Saul Pleeter · American Economic Review · 2001 · 615 citations

, , +14

Survivor Bonds: Helping to Hedge Mortality Risk

David Blake, William Burrows · Journal of Risk & Insurance · 2001 · 366 citations

, , +17

Mortality derivatives and the option to annuitise

Moshe A. Milevsky, S. David Promislow · Insurance Mathematics and Economics · 2001 · 330 citations

, , +11

1–5 of 521

Authors

655

  1. MA
    Moshe A. Milevsky

    York University, Canada

    28 publications · 2K citations

    21

    h-index

  2. OS
    Olivia S. Mitchell

    University of Pennsylvania, United States

    23 publications · 1.8K citations

    16

    h-index

  3. GG
    Guojun Gan

    University of Connecticut, United States

    17 publications · 580 citations

    15

    h-index

  4. JR
    Jeffrey R. Brown

    University of Illinois Urbana-Champaign, United States

    17 publications · 2.1K citations

    14

    h-index

  5. SH
    Steven Haberman

    City, University of London, United Kingdom

    12 publications · 519 citations

    11

    h-index

1–5 of 655

Institutions

367

  1. York University

    Toronto, Canada

    20 h-index

    47 publications

    2.7K citations

  2. National Bureau of Economic Research

    Cambridge, United States

    19 h-index

    50 publications

    2.9K citations

  3. UNSW Sydney

    Sydney, Australia

    18 h-index

    57 publications

    2.2K citations

  4. University of Waterloo

    Waterloo, Canada

    18 h-index

    43 publications

    2.2K citations

  5. University of Pennsylvania

    Philadelphia, United States

    16 h-index

    20 publications

    1.7K citations

  6. City, University of London

    London, United Kingdom

    15 h-index

    30 publications

    867 citations

  7. University of Illinois Urbana-Champaign

    Urbana, United States

    14 h-index

    21 publications

    1.3K citations

  8. University of Connecticut

    Storrs, United States

    13 h-index

    20 publications

    596 citations

1–8 of 367

Venues

  1. Insurance Mathematics and Economics

    86 publications · 4K citations

    35

    h-index

  2. North American Actuarial Journal

    NAAJ · 42 publications · 2K citations

    27

    h-index

  3. Journal of Risk & Insurance

    42 publications · 2.6K citations

    25

    h-index

  4. SSRN Electronic Journal

    Repository · 69 publications · 1.9K citations

    24

    h-index

  5. Astin Bulletin

    21 publications · 1.1K citations

    16

    h-index

1–5