Null @Embedded objects in Java Persistence

I have entity objects that I am using with Java Persistence.  These objects (for example, Person) use @Embedded annotations on things like addresses, so properties look like:

@Entity
@Table(name="person")
public class Person implements Serializable {

@Id
@GeneratedValue
private Long id;
private String firstName;
private String lastName;
@Embedded
private Address homeAddress;

...

The problem that I'm having is that I can't control when the Address object is null.  The code above is simplified - I can understand having a null Address object when there are no properties of the Address object.  My domain objects are a little more complex, and there are times where all properties of the embedded object are, in fact, null.  But I don't want the object itself to be null.  I tried explicitly setting the object to a new instance before persisting it:

Person p = new Person();
p.setFirstName("Todd");
p.setHomeAddress(new Address());

// persist it here

But when I retrive that Person from the database, I get back a Person that has a null Address:

p.getHomeAddress().getCity();  // null pointer exception here!

I have searched the API, and found no way to control this behavior.  Has anybody run into this and found a solution, or do I need to explicitly test for null embedded objects when I use retrieve the objects from the database?