Results 1 to 10 of about 5,976,568 (259)

Guaranteed Annuity Option Under Correlated and Regime-Switching Risks

Risks
Guaranteed annuity options (GAOs) allow policyholders to convert accumulated funds into life annuities at maturity at a guaranteed minimum rate. Thus, insurers are exposed to both investment and longevity risks.
Jude Martin B. Grozen, Rogemar S. Mamon
doaj   +1 more source

Risk factors and longevity

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, P. A. Iliyushchenkov, S. V. Aleksashkin, A. V. Shpakov   +3 more
doaj   +1 more source

Physics-Informed Neural Mortality: Embedding Biological Mortality Laws in Neural Differential Equations for Life-Table Closure and Longevity Uncertainty Quantification

Mathematics
Deep learning has become the default toolkit for mortality forecasting, yet essentially all existing models are purely data-driven: they fit well in-sample but can produce biologically implausible surfaces and extrapolate poorly to the oldest ages, and ...
Rami Yosef
doaj   +1 more source

Trans-ethnical shift of the risk genotype in the CETP I405V with longevity: a Chinese case-control study and meta-analysis. [PDF]

PLoS ONE, 2013
BACKGROUND: The I405V polymorphism of the cholesteryl ester transfer protein gene (CETP) has been suggested to be a protective factor conferring longevity in Ashkenazi Jews, although findings in other races are not supportive. This paper describes a case-
Liang Sun, Cai-you Hu, Xiao-hong Shi, Chen-guang Zheng, Ze-zhi Huang, Ze-ping Lv, Jin Huang, Gang Wan, Ke-yan Qi, Si-ying Liang, Lin Zhou, Ze Yang   +11 more
doaj   +1 more source

Global aging - the nature of longevity risk

Acta Universitatis Lodziensis. Folia Oeconomica, 2016
In this paper we investigate the latest developments on longevity risk modelling. We first introduce longevity risk to allow for a better understanding of the related challenges in term of risk management from both a financial and insurance point of view.
Grażyna Trzpiot
doaj   +1 more source

Pricing of Longevity Derivatives and Cost of Capital

Risks, 2019
Annuities providers become more and more exposed to longevity risk due to the increase in life expectancy. To hedge this risk, new longevity derivatives have been proposed (longevity bonds, q-forwards, S-swaps…).
Fadoua Zeddouk, Pierre Devolder
doaj   +1 more source

Adding Shocks to a Prospective Mortality Model

Risks
This work proposes a simple model to take into account the annual volatility of the mortality level observed on the scale of a country like France in the construction of prospective mortality tables.
Frédéric Planchet, Guillaume Gautier de La Plaine   +1 more
doaj   +1 more source

Assessment of longevity risk: credibility approach. [PDF]

J Appl Stat, 2021
Yıldırım Külekci B, Selcuk-Kestel AS.   +1 more
europepmc   +1 more source

Longevity Risk Management and the Development of a Value-Based Longevity Index

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   +1 more source

Analyzing Successful Aging and Longevity: Risk Factors and Health Promoters in 2020 Older Adults. [PDF]

Int J Environ Res Public Health, 2022
Kashtanova DA, Taraskina AN, Erema VV, Akopyan AA, Ivanov MV, Strazhesko ID, Akinshina AI, Yudin VS, Makarov VV, Kraevoy SA, Korolev DE, Tarasova IV, Beloshevskaya OA, Mkhitaryan EA, Tkacheva ON, Yudin SM.   +15 more
europepmc   +1 more source