Variable annuity

Links

 * Brown, Jeffrey R. and Poterba. James M. "Household Ownership of Variable Annuities" (October 2005). Available at http://www.nber.org/~confer/2005/tpe05/poterba.pdf
 * Dai, Min, Kwok, Yue Kuen and Zong, Jianping, "Guaranteed Minimum Withdrawal Benefit in Variable Annuities" (February 12, 2007). Available at SSRN: http://ssrn.com/abstract=964083
 * Devine, Colin, Hunt, Heather L. and  Walsh, Keith, "The New Variable Annuity" Smith Barney (September 14, 2004). Available at http://www.peterkatt.com/newsletters/SmithBarney.pdf
 * Evans, Richard B. and Fahlenbrach, Rudiger, "Do Funds Need Governance? Evidence from Variable Annuity-Mutual Fund Twins" (November 5, 2007). Fisher College of Business Working Paper No. 2007-03-18 Available at SSRN: http://ssrn.com/abstract=1030022
 * Milevsky, M.A. and Kyrychenko, V., "Portfolio Choice With Puts: Evidence from Variable Annuities" (November 23, 2007). Available at SSRN: http://ssrn.com/abstract=1032627
 * Milevsky, M.A. and Panyagometh, Kamphol, "Variable Annuities versus Mutual Funds: A Monte Carlo Analysis of the Options" (September 2001). York-Schulich-Finance Working Paper No. MM10-1. Available at SSRN: http://ssrn.com/abstract=289549 or DOI: 10.2139/ssrn.10.2139/ssrn.289549
 * Milevsky, Moshe and  Posner, Steven "The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds" The Journal of Risk and Insurance, 2001, Vol. 68, No. 1, 91-126. Available at http://www.yorku.ca/milevsky/Papers/JRI2001A.pdf
 * Milevsky, Moshe A. and Salisbury, Thomas S. "Static and Dynamic Valuation of Guaranteed Minimum Withdrawal Benefits" (August 25, 2004). Available at http://www.ifid.ca/pdf_workingpapers/WP2004Aug25.pdf
 * Milevsky, Moshe A. and Salisbury, Thomas S. "Asset Allocation and the Transition to Income: The Importance of Product Allocation in the Retirement Risk Zone" (September 27, 2006). Available at http://www.ifid.ca/pdf_workingpapers/WP2006OCT3.pdf
 * Reichenstein, William, "Who Should Buy a Non-Qualified Tax-Deferred Annuity" Financial Services Review 11 (2002) 11-31, (January 17,2002). Available at http://www.rmi.gsu.edu/FSR/abstracts/v11_arts/Vol11_A02.pdf
 * Reichenstein, William, "Retirement Planning: Annuities and When They Make Sense" AAII Journal (July 2003). Available at http://www.aaii.com/journal/200307/portstrategies.pdf
 * Reichenstein, William, "Non-qualified Annuities in After-tax Optimizations" (May 11, 2005). Available at http://www.ifid.ca/Conference_Material/Reichenstein_paper.pdf