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Assessment of longevity risk: credibility approach. [PDF]
J Appl Stat, 2021 To correctly measure the effect of mortality rates on the stability of insurance and pension provider's financial risk, longevity risk should be considered. This paper aims to investigate the future mortality and longevity risk with different age structures for different countries.
Yıldırım Külekci B +1 more
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Кардиоваскулярная терапия и профилактика, 2016 Aim. To study the specifics of prevalence dispersion of various riskfactors (RF) of cardiovascular diseases (CVD) among centenarians of Smolenskaya Region.Material and methods.
E. D. Golovanova +3 more
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The statistical distribution of changes in expected life length choice effect for the determination of parameters for longevity risk swaps [PDF]
Zeszyty Naukowe PTE w Zielonej Górze, 2022 The aim of this study is to verify the impact of the statistical distribution of changes in life expectancy selection on the determination of longevity risk swap parameters.
Norbert Duczkowski
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Valuation of reverse mortgages in the Spanish market for foreign residents
Technological and Economic Development of Economy, 2023 The continuous growth in life expectancy, besides to the difficult economic and financial situation of the public pension system in Spain, makes reverse mortgages an attractive solution for providing additional income to retirees. However, despite being
David Atance +2 more
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De Economist, 2010 Most of the western world has seen a steady increase in the average lifetime of its inhabitants over the past century. Although the past trends suggest that further changes in mortality rates are to be expected, considerable uncertainty exists regarding the future development of mortality. This type of uncertainty is referred to as longevity risk. This
De Waegenaere, A.M.B. +2 more
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Pricing Longevity Bonds under a Credibility Framework with Limited Available Data
Risks, 2022 For annuity providers, a higher life expectancy is not always positive news, as it potentially implies increased future costs, since benefits must be provided over a longer period of time.
Apostolos Bozikas +2 more
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ADAPTED PRESTON’S CURVE: A PROXY METHOD FOR LONGEVITY RISK ANALYSIS ON INDONESIAN PENSION PLAN
Barekeng, 2023 Future lifetime will increase as both the standard of living and the health insurance system develop. This increase will have an effect on financial contracts' actuarial present values, particularly the liabilities of pension funds. Longer-lived retirees
Danang Teguh Qoyyimi +1 more
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FinTech, 2023 Longevity is without a doubt on the rise throughout the world due to advances in technology and health. Since 1960, Ghana’s average annual mortality improvement has been about 1.236%.
Samuel Asante Gyamerah +3 more
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A Managed Volatility Investment Strategy for Pooled Annuity Products
Risks, 2022 Pooled annuity products, where the participants share systematic and idiosyncratic mortality risks as well as investment returns and risk, provide an attractive and effective alternative to traditional guaranteed life annuity products.
Shuanglan Li +3 more
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Risks, 2021 The purpose of this paper is to conduct a market-consistent valuation of life insurance participating liabilities sold to a population of partially heterogeneous customers under the joint impact of biometric and financial risk.
Anna Rita Bacinello +3 more
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