Results 11 to 20 of about 8,206,034 (309)
Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age? [PDF]
Insur Math Econ, 2020 This paper develops a computational framework for inverting Gompertz–Makeham mortality hazard rates, consistent with compensation laws of mortality for heterogeneous populations, to define a longevity-risk-adjusted global (L-RaG) age.
Milevsky MA.
europepmc +2 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
Longevity risk and capital markets: the 2021–22 update
Journal of Demographic Economics, 2023 This special issue of the Journal of Demographic Economics contains 10 contributions to the academic literature all dealing with longevity risk and capital markets.
D. Blake +3 more
semanticscholar +6 more sources
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
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 +2 more sources
Puzzling role of genetic risk factors in human longevity: "risk alleles" as pro-longevity variants. [PDF]
Biogerontology, 2016 Abstract Complex diseases are major contributors to human mortality in old age. Paradoxically, many genetic variants that have been associated with increased risks of such diseases are found in genomes of long-lived people, and do not seem to compromise longevity.
Ukraintseva S +8 more
europepmc +5 more sources
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
doaj +1 more source
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
doaj +1 more source
The economics of sharing macro-longevity risk
Insurance, Mathematics & Economics, 2021 Pension funds face macro-longevity risk or uncertainty about future mortality rates. We analyze macro-longevity risk sharing between cohorts in a pension scheme as a risk management tool.
Dirk Broeders +2 more
semanticscholar +1 more source
Nonparametric Estimation of Extreme Quantiles with an Application to Longevity Risk
Risks, 2021 A new method to estimate longevity risk based on the kernel estimation of the extreme quantiles of truncated age-at-death distributions is proposed. Its theoretical properties are presented and a simulation study is reported.
Catalina Bolancé, Montserrat Guillén
semanticscholar +1 more source