Demand for life annuities: a Brazilian perspective

Página do item simplificado
dc.contributor.authorVaz, Thalita Amorim
dc.contributor.authorMachado, Sérgio Jurandyr
dc.contributor.authorADRIANA BRUSCATO BORTOLUZZO
dc.coverage.cidadeRio de Janeiropt_BR
dc.coverage.paisBrasilpt_BR
dc.creatorVaz, Thalita Amorim
dc.creatorMachado, Sérgio Jurandyr
dc.date.accessioned2022-10-08T13:14:38Z
dc.date.available2022-10-08T13:14:38Z
dc.date.issued2012
dc.description.otherBecause pension plans have been marketed using outdated technical premises, Brazilian insurance companies find themselves required to identify additional resources to ensure their ability to meet future benefit payments obligations. When calculating the additional amount of this provision, the parameters used are: mortality and disability decrements, the structure of interest rates, financial performance, cancellation fees and conversion rates. The aim of this study is to present the estimation of conversion rates based on a Probit Model. The data for this study was obtained through the transfer of restricted data from the portfolio of a company with relevant activity in the Brazilian insurance market, including a group of 14,511 individuals eligible for retirement in the period between January 1, 2005 and December 31, 2009. The resulting analysis of the data allows us to conclude that two factors - the volume of accumulated reserves and the classification of prices as actuarially fair - increase the propensity of an individual to convert resources upon retirement. In turn, retirement age and the need for liquidity reduce the propensity to convert resources upon retirement.pt_BR
dc.format.extent441 - 453pt_BR
dc.format.mediumDigitalpt_BR
dc.identifier.doihttps://doi.org/10.1590/S1807-76922012005000003pt_BR
dc.identifier.issn1807-7692pt_BR
dc.identifier.issue4pt_BR
dc.identifier.urihttps://repositorio.insper.edu.br/handle/11224/4199
dc.identifier.volume9pt_BR
dc.language.isoInglêspt_BR
dc.publisherANPADpt_BR
dc.relation.ispartofBAR-Brazilian Administration Reviewpt_BR
dc.rights.licenseO INSPER E ESTE REPOSITÓRIO NÃO DETÊM OS DIREITOS DE USO E REPRODUÇÃO DOS CONTEÚDOS AQUI REGISTRADOS. É RESPONSABILIDADE DOS USUÁRIOS INDIVIDUAIS VERIFICAR OS USOS PERMITIDOS NA FONTE ORIGINAL, RESPEITANDO-SE OS DIREITOS DE AUTOR OU EDITOR;pt_BR
dc.subject.keywordsretirementpt_BR
dc.subject.keywordsannuitypt_BR
dc.subject.keywordsprovision for insufficient contributionspt_BR
dc.subject.keywordsPROBITpt_BR
dc.subject.otherEconomiapt_BR
dc.titleDemand for life annuities: a Brazilian perspectivept_BR
dc.typejournal article
dspace.entity.typePublication
local.identifier.sourceUrihttps://www.scielo.br/j/bar/a/bwyFQGdRvWP8wmYVF9n89Yr/?format=html&lang=en
local.subject.cnpqCiências Sociais Aplicadaspt_BR
local.typeArtigo Científicopt_BR
relation.isAuthorOfPublicationccfd47d5-bd80-4464-98ce-629abb672e3d
relation.isAuthorOfPublication.latestForDiscoveryccfd47d5-bd80-4464-98ce-629abb672e3d

Arquivos

Pacote original

Agora exibindo 1 - 2 de 2
N/D
Nome:
2012_Artigo_Demand for life annuities_A Brazilian Perspective.pdf
Tamanho:
347.1 KB
Formato:
Adobe Portable Document Format
Descrição:
2012_Artigo_Demand for life annuities_A Brazilian Perspective
Baixar
Imagem de Miniatura
Nome:
Acesso_Primeira Pagina_Demand for life annuities a Brazilian perspective.pdf
Tamanho:
24.14 KB
Formato:
Adobe Portable Document Format
Baixar

Licença do pacote

Agora exibindo 1 - 1 de 1
N/D
Nome:
license.txt
Tamanho:
282 B
Formato:
Item-specific license agreed upon to submission
Descrição:
Baixar

Coleções

Coleção de Artigos Acadêmicos