Zum systematischen Vergleich von Rentenversicherung und Fondsentnahmeplänen unter dem Aspekt des Kapitalverzehrrisikos


Albrecht, Peter ; Maurer, Raimond


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URL: http://ub-madoc.bib.uni-mannheim.de/2817
URN: urn:nbn:de:bsz:180-madoc-28171
Document Type: Working paper
Year of publication: 2001
Publication language: German
Institution: School of Law and Economics > Sonstige - Fakultät für Rechtswissenschaft und Volkswirtschaftslehre
MADOC publication series: Sonderforschungsbereich 504 > Rationalitätskonzepte, Entscheidungsverhalten und ökonomische Modellierung (Laufzeit 1997 - 2008)
Subject: 330 Economics
Subject headings (SWD): Private Altersversorgung , Investmentfonds , Altersversorgung , Substantielle Kapitalerhaltung , Rendite , Versicherungstechnik , Risiko , Biometrie
Abstract: A Systematic Comparison of Pension Annuities and Self-Annuitization under the Criterion of Capital Exhaustion is presented. The present paper further develops the paper of Albrecht/Goebel (SFB 504 discussion paper 00-31). New features are the evaluation of real estate funds, the consideration of real estate funds, the consideration of a 65 year old retiree and the consideration of the respective maximum and minimum funds for the evaluation period. The risk of self-annuitization is specified by the ruin probability of outliving one's wealth. It is assumed that the amount of withdrawal from the fund is equivalent to the constant annuity of the pension insurance contract. Again the determination of the ruin probability is the central objective of the paper.
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Albrecht, Peter ; Maurer, Raimond (2001) Zum systematischen Vergleich von Rentenversicherung und Fondsentnahmeplänen unter dem Aspekt des Kapitalverzehrrisikos. Open Access [Working paper]
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