Results 211 to 220 of about 810,836 (243)

The role of longevity bonds in optimal portfolios

Insurance: Mathematics and Economics, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Chlorhexidine increases the longevity of in vivo resin–dentin bonds

European Journal of Oral Sciences, 2010
Ricci HA, Sanabe ME, de Souza Costa CA, Pashley DH, Hebling J. Chlorhexidine increases the longevity of in vivo resin–dentin bonds. Eur J Oral Sci 2010; 118: 411–416. © 2010 The Authors. Journal compilation © 2010 Eur J Oral SciThe aim of this study was to evaluate the mechanical stability of resin–dentin bonds produced in vivo in the presence of ...
Ricci, Herica A., Sanabe, Mariane E., de Souza Costa, Carlos A., Pashley, David H., Hebling, Josimeri   +4 more
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Managing Longevity Risk – The Case for Longevity-Indexed Variable Expiration (LIVE) Bonds

SSRN Electronic Journal, 2018
There is an annuity puzzle in that despite the welfare gains to individuals and society from consumers purchasing annuities, the actual allocation to these instruments by individuals is very low. Many explanations have been provided including adverse selection, complexity and inflexibility of the annuity contract, bequest motive etc.
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Hedging Longevity Risk with Longevity Bonds: Modeling, Design, and Valuation

Advances in Economics, Management and Political Sciences
The increasing life expectancy of humans poses significant longevity risk to life insurance companies and pension providers. This paper provides a systematic review of longevity bonds as a financial instrument for hedging longevity risk, examines stochastic mortality models, with a focus on the Lee-Carter model, and discusses the classification ...
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Longevity Risk and the Stability of RetirementSystems: The Chilean Longevity Bond Case

The Journal of Alternative Investments, 2014
Longevity risk is systemic in nature, threatening the stability of national retirement systems. Distinct from the general and prolonged rise in the duration of life over the last half century, longevity risk lies in the unexpected part of the increase in life expectancy.
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SM Bonds—A New Product for Managing Longevity Risk

Journal of Risk and Insurance, 2017
AbstractA new type of retirement bond is proposed called an SM bond. SM bonds are long dated government bonds divisible into two parts: a survivorship (S) part and a mortality (M) part. Each SM bond is associated with a particular age. SM bonds associated with a particular age are only purchasable by (originators) of that age.
Piet de Jong, Shauna Ferris
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Hedging longevity risk by issuing mortality bonds

2014
With the advances in pharmaceutical industry, and the improvement of living standards, life expectancy has risen steadily since the 1960’s in the Europe and North America. Also significant underestimation of the longevity improvements and high uncertainty about future mortality has made longevity a high-profile risk for pension funds, insurers, and ...
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Notice of Retraction: Using Longevity Bonds to Manage Risks

2009 International Conference on Management and Service Science, 2009
This paper will firstly study the main characteristics of longevity bonds (LBs) and show that they can take a large variety of forms, which can vary enormously in their sensitivities to longevity shocks. Then we discuss how LBs can be used as a risk management tool for hedging longevity risk.
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Longevity Bond Pricing in Equilibrium

SSRN Electronic Journal, 2018
Petar Jevtic, Minsuk Kwak, Traian Adrian Pirvu   +2 more
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Analyzing the Different Modules of Longevity Risk in Death Bonds

The Journal of Alternative Investments, 2018
The author presents an actuarial prognostic model that can disentangle and assess two complementary modules of longevity risk for death bonds. He tracks the probable paths over time of the transition rates for life settlement issuers across three states of nature: healthy, terminally ill, and dead.
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