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

11

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711

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in Total Papers Citations

3

CROSSREF CITATIONS

19

Scholarly Papers (11)

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 198 (155,768)
Citation 9

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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 163 (185,112)
Citation 1

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

3.

Saving Preferences After Retirement

Number of pages: 70 Posted: 13 Jun 2018 Last Revised: 12 Dec 2018
Department of Economics, Econometrics and Finance, UNSW Sydney, CEPAR, Tilburg University - Department of Econometrics & Operations Research, Tilburg University and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 94 (280,463)
Citation 3

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consumption smoothing, asset decumulation, saving motives, pension design

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 93 (282,372)
Citation 1

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Discrete choice, investment risk, Prospect theory

5.

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
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Sydney, CEPAR and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 60 (362,527)

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

6.

Retirement Drawdown Defaults: The Role of Implied Endorsement

Number of pages: 71 Posted: 19 Apr 2018 Last Revised: 24 Aug 2018
Department of Economics, Econometrics and Finance, UNSW Sydney, CEPAR, Tilburg University - Department of Econometrics & Operations Research and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 39 (435,546)
Citation 1

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decumulation policy, defaults, peer effects

7.

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 36 (447,840)
Citation 2

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8.

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
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), CPB Netherlands Bureau of Economic Policy Analysis and The University of Sydney Business School
Downloads 26 (495,970)
Citation 1

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

9.

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 2 (649,200)
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10.

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
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11.

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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