Ralph Stevens

CPB Netherlands Bureau of Economic Policy Analysis

P.O. Box 80510

2508 GM The Hague, 2585 JR

Netherlands

http://https://www.cpb.nl/medewerkers/ralph-stevens

CEPAR

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

12

DOWNLOADS

967

SSRN CITATIONS
Rank 31,882

SSRN RANKINGS

Top 31,882

in Total Papers Citations

6

CROSSREF CITATIONS

20

Scholarly Papers (12)

1.

Longevity Risk and Natural Hedge Potential in Portfolios of Life Insurance Products: The Effect of Investment Risk

CentER Discussion Paper Series No. 2011-036
Number of pages: 42 Posted: 06 Apr 2011 Last Revised: 30 Apr 2011
CPB Netherlands Bureau of Economic Policy Analysis, Tilburg University - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)
Downloads 215 (195,925)
Citation 12

Abstract:

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Life insurance, life annuities, death benefits, survivor swaps, risk

2.

Managing Life Insurer Risk and Profitability: Annuity Market Development Using Natural Hedging Strategies

UNSW Australian School of Business Research Paper No. 2013ACTL04
Number of pages: 21 Posted: 24 Jan 2013
Andy Wong, Michael Sherris and Ralph Stevens
University of New South Wales (UNSW) - School of Actuarial Studies, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 186 (223,303)
Citation 2

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Life insurance, annuity, risk based capital, profit loading, natural hedging

3.

Saving Preferences After Retirement

Journal of Economic Behavior and Organization, 198, 409-433
Number of pages: 42 Posted: 13 Jun 2018 Last Revised: 03 May 2022
Université Libre de Bruxelles (ULB) - Department of Mathematics, UNSW Sydney, CEPAR, AFM (Dutch Authority for the Financial Markets), Tilburg University and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 165 (247,294)
Citation 5

Abstract:

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saving motives, asset decumulation, pension design, consumption smoothing

4.

Risk Information and Retirement Investment Choices Under Prospect Theory

UNSW Australian School of Business Research Paper No. 2012ACTL19
Number of pages: 48 Posted: 05 Mar 2013
Hazel Bateman, Andy Lai and Ralph Stevens
UNSW Sydney, CEPAR, University of New South Wales (UNSW) - School of Actuarial Studies and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 113 (330,667)
Citation 1

Abstract:

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Discrete choice, investment risk, Prospect theory

5.

Spending from regulated retirement drawdowns: The role of implied endorsement

Scandinavian Journal of Economics 123(3), 810–847
Number of pages: 50 Posted: 19 Apr 2018 Last Revised: 30 Nov 2021
Université Libre de Bruxelles (ULB) - Department of Mathematics, UNSW Sydney, CEPAR, AFM (Dutch Authority for the Financial Markets) and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 82 (405,666)
Citation 1

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decumulation policy, regulated drawdowns, implied endorsement, peer effects

6.

Optimal Portfolio Choice with Health-Contingent Income Products: The Value of Life Care Annuities

ARC Centre of Excellence in Population Aging Research Working Paper 2016/17
Number of pages: 41 Posted: 03 Aug 2016
Shang Wu, Hazel Bateman and Ralph Stevens
Aware Super, UNSW Sydney, CEPAR and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 78 (417,450)
Citation 2

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Life-cycle portfolio choice, Long-term care insurance, Retirement, Household finance.

7.

Die Young or Live Long: Modeling Subjective Survival Probabilities

ARC Centre of Excellence in Population Aging Research Working Paper 2013/19
Number of pages: 38 Posted: 12 Oct 2016
Shang Wu, Ralph Stevens and Susan Thorp
Aware Super, CPB Netherlands Bureau of Economic Policy Analysis and The University of Sydney Business School
Downloads 47 (533,061)
Citation 1

Abstract:

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Subjective Life Expectancy, Unobservable Heterogeneity, Rational Expectations, Life Cycle Model

8.

Price Efficiency in the Dutch Annuity Market

Netspar Discussion Paper No. 04/2013-016
Number of pages: 28 Posted: 25 May 2013
E. S. Cannon, Ralph Stevens and Ian Tonks
University of Bristol - Department of Economics, CPB Netherlands Bureau of Economic Policy Analysis and University of Bristol
Downloads 42 (557,067)
Citation 2

Abstract:

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9.

Flexible Insurance for Informal Long-Term Care: A Study of Stated Preferences

UNSW Business School Research Paper Forthcoming
Number of pages: 70 Posted: 08 Jul 2021
Hazel Bateman, Shang Wu, Susan Thorp and Ralph Stevens
UNSW Sydney, CEPAR, Aware Super, The University of Sydney Business School and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 32 (611,249)

Abstract:

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Long-term care insurance, longevity insurance, aged-care, informal care

10.

Natural Hedging Strategies for Life Insurers: Impact of Product Design and Risk Measure

Journal of Risk and Insurance, Vol. 84, Issue 1, pp. 153-175, 2017
Number of pages: 23 Posted: 06 Feb 2017
Andy Wong, Michael Sherris and Ralph Stevens
University of New South Wales (UNSW) - School of Actuarial Studies, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 7 (808,383)
Citation 1

Abstract:

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11.

Managing Longevity Risk by Implementing Sustainable Full Retirement Age Policies

Journal of Risk and Insurance, Vol. 84, Issue 4, pp. 1203-1230, 2017
Number of pages: 28 Posted: 05 Nov 2017
Ralph Stevens
CPB Netherlands Bureau of Economic Policy Analysis
Downloads 0 (893,040)
Citation 1

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12.

Calculating Capital Requirements for Longevity Risk in Life Insurance Products Using an Internal Model in Line with Solvency II

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Posted: 05 Nov 2009
CPB Netherlands Bureau of Economic Policy Analysis, Tilburg University - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)

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