Results 11 to 20 of about 124,330 (306)
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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Familial Risk for Exceptional Longevity [PDF]
North American Actuarial Journal, 2015 One of the most glaring deficiencies in the current assessment of mortality risk is the lack of information concerning the impact of familial longevity. In this work, we update estimates of sibling relative risk of living to extreme ages using data from more than 1,700 sibships, and we begin to examine the trend for heritability for different birth ...
Paola, Sebastiani +8 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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Extensions on the Hatzopoulos–Sagianou Multiple-Components Stochastic Mortality Model
Risks, 2022 In this paper, we present extensions of the Hatzopoulos–Sagianou (2020) (HS) multiple-component stochastic mortality model. Our aim is to thoroughly evaluate and stress test the HS model by deploying various link functions, using generalised linear ...
Aliki Sagianou, Peter Hatzopoulos
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Computational framework for longevity risk management [PDF]
Computational Management Science, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Valeria D'Amato +3 more
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Changes of Relation in Multi-Population Mortality Dependence: An Application of Threshold VECM
Risks, 2019 Standardized longevity risk transfers often involve modeling mortality rates of multiple populations. Some researchers have found that mortality indexes of selected countries are cointegrated, meaning that a linear relationship exists between the indexes.
Rui Zhou, Guangyu Xing, Min Ji
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Risks, 2023 Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models—in terms, that is,
Miguel Santolino
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