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臺大管理論叢

27

卷第

2S

203

Davidoff, T. 2009. Housing, health, and annuities.

The Journal of Risk and Insurance

, 76

(1): 31-52. doi: 10.1111/j.1539-6975.2009.01287.x

Glasserman, P. 2004.

Monte Carlo Methods in Financial Engineering

. New York, NY:

Springer.

Haberman, S., and Pitacco, E. 1998.

Actuarial models for disability insurance

. Boca Raton,

FL: Chapman & Hall/CRC.

Harris, T., and Yelowitz, A. 2014. Is there adverse selection in the life insurance market?

Evidence from a representative sample of purchasers.

Economics Letters

, 124 (3):

520-522. doi: 10.1016/j.econlet.2014.07.029

Hosseini, R. 2015. Adverse selection in the annuity market and the role for social security.

Journal of Political Economy

, 123 (4): 941-984. doi: 10.1086/681593

Levikson, B., and Mizrahi, G. 1994. Pricing long term care insurance contracts.

Insurance:

Mathematics and Economics

, 14 (1): 1-18.

Manton, K. G., Corder, L. S., and Stallard, E. 1993. Estimates of change in chronic disability

and institutional incidence and prevalence rates in the U.S elderly population from

the 1982, 1984, and 1989 National Long Term Care Survey.

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Gerontology

, 48 (4): S153-S166. doi: 10.1093/geronj/48.4.S153

Murtaugh, C. M., Spillman, B. C., and Warshawsky, M. J. 2001. In sickness and in health:

An annuity approach to financing long-term care and retirement income.

The

Journal of Risk & Insurance

, 68 (2): 225-253. doi: 10.2307/2678101

Pitacco, E. 1995. Actuarial models for pricing disability benefits: Towards a unifying

approach.

Insurance: Mathematics & Economics

, 16 (1): 39-62. doi: 10.1016/

0167-6687(94)00030-I

Pritchard, D. 2006. Modeling disability in long-term care insurance.

North American

Actuarial Journal

, 10 (4): 48-75. doi: 10.1080/10920277.2006.10597413

Ross, S. M. 2009.

Introduction to Probability Models (10th ed.)

. Los Angeles, CA:

Academic Press.

Webb, D. C. 2009. Asymmetric information, long-term care insurance, and annuities: The

case for bundled contracts.

The Journal of Risk and Insurance

, 76 (1): 53-85.

doi: 10.1111/j.1539-6975.2009.01288.x