Market Valuation of Accrued Social Security Benefits [PDF]
One measure of the health of the Social Security system is the difference between the market value of the trust fund and the present value of benefits accrued to date.
John Geanakoplos, Stephen P. Zeldes
core
In sickness and in Health? Dynamics of health and cohabitation in the United Kingdom [PDF]
, 2007 The purpose of this paper is to analyse the dynamics of cohabitation and functional impairments among older people. Our research has three main aims. Firstly, we want to analyse the effects of cohabitation on disability.
Karlsson, M. +2 more
core
Comments on the Solvency II Risk Margin and proposed amendments
British Actuarial JournalThe Risk Margin under Solvency II is determined as the cost of holding capital over the lifetime of liabilities, whereby future costs are discounted to the valuation date at risk-free rates.
Hans Waszink
semanticscholar +1 more source
"Let's Not Have the Perfect Be the Enemy of the Good": Social Impact Bonds, Randomized Controlled Trials, and the Valuation of Social Programs. [PDF]
Sci Technol Human Values, 2023 Williams JW.
europepmc +1 more source
Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach. [PDF]
Eur Actuar J, 2022 Bravo JM.
europepmc +1 more source
Which Method for Pricing Weather Derivatives ? [PDF]
Since the introduction of the first weather derivative in the United-States in 1997, a significant number of work was directed towards the pricing of this product and the modelling of the daily average temperature which characterizes most of the traded ...
Hélène Hamisultane
core
Impact of rough stochastic volatility models on long-term life insurance pricing. [PDF]
Eur Actuar J, 2023 Dupret JL, Barbarin J, Hainaut D.
europepmc +1 more source
A systematic literature review on sustainability issues along the value chain in insurance companies and pension funds. [PDF]
Eur Actuar J, 2023 Aburto Barrera LI, Wagner J.
europepmc +1 more source
Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness [PDF]
Basis risk is an important consideration when hedging longevity risk with instruments based on longevity indices, since the longevity experience of the hedged exposure may differ from that of the index. As a result, any decision to execute an index-based
Blake, David +6 more
core +1 more source
Is it possible to use the HCR-20 V2 to assess the risk of violent recidivism of French offenders? [PDF]
Forensic Sci Res, 2022 Bertsch I +4 more
europepmc +1 more source