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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
doaj +3 more sources
Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds [PDF]
North American Actuarial Journal, 2010 Government-issued longevity bonds would allow longevity risk to be shared efficiently and fairly between generations. In exchange for paying a longevity risk premium, the current generation of retirees can look to future generations to hedge their systematic longevity risk.
Blake, David +2 more
core +6 more sources
International Journal of Agricultural Sustainability, 2022 The sustainable development of cooperatives is essential to agricultural sustainability and is determined mainly by cooperation longevity. The risk sharing and benefit distribution mechanisms are important governance arrangements that affect cooperation ...
Zhen Zhong +3 more
doaj +2 more sources
Longevity Risk Management and the Development of a Value-Based Longevity Index [PDF]
Risks, 2018 The design and development of post-retirement income products require the assessment of longevity risk, as well as a basis for hedging these risks. Most indices for longevity risk are age-period based. We develop and assess a cohort-based value index for
Yang Chang, Michael Sherris
doaj +4 more sources
Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives
Risks, 2019 This paper assesses the hedge effectiveness of an index-based longevity swap and a longevity cap for a life annuity portfolio. Although longevity swaps are a natural instrument for hedging longevity risk, derivatives with non-linear pay-offs, such as ...
Man Chung Fung +2 more
doaj +3 more sources
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
europepmc +3 more sources
Effects of Health and Longevity on Financial Risk Tolerance [PDF]
The Geneva Risk and Insurance Review, 2009 We investigate the effects of health and life expectancy on tolerance of financial risk. Using a standard life-cycle model, we find that the effects of health and life expectancy on preferences over lifetime-income risk are theoretically ambiguous.
Hammitt, James K. +2 more
openaire +7 more sources
, 2015 The thesis first examines the choice of sample size for mortality forecasting, and then deal with the hedging of longevity risk using longevity-linked instruments. Chapter 2 proposes a Bayesian learning approach to determine the (posterior distribution of) the sample sizes for mortality forecasting using mortality models based on linear extrapolation ...
Li, Hong
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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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