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Investment risk and longevity risk in a life annuities portfolio
1999The paper considers a portfolio of life annuities: the importance of insurance risk in a similar portfolio is pointed out through the so called longevity risk. It concerns a model that allows the control of investment and insurance risks for a similar portfolio, when the behaviour of the global rate of return is modeled considering that the deviations ...
COPPOLA, MARIAROSARIA +2 more
openaire +3 more sources
2016
Korea's unprecedented rapid growth in life expectancy at birth is mainly attributable to a decline in elderly mortality rates. Indeed, the unanticipated increase in life expectancy and elderly population could complicate the government's long-term consolidation efforts and present a serious obstacle to formulating and streamlining policies. Accordingly,
openaire +1 more source
Korea's unprecedented rapid growth in life expectancy at birth is mainly attributable to a decline in elderly mortality rates. Indeed, the unanticipated increase in life expectancy and elderly population could complicate the government's long-term consolidation efforts and present a serious obstacle to formulating and streamlining policies. Accordingly,
openaire +1 more source
On the economics of the longevity risk transfer market
Journal of Risk and Insurance, 2023Jochen Russ
exaly
Longevity risk and financial market:some issues
2011Longevity risk (LR) is undoubtedly a much discussed actuarial subject at international level; it implicates uncertainty of mortality rates in the long term (i.e., unanticipated inter-temporal variations) and the consequent effects on long term survival probabilities.
Baione, F. +3 more
openaire +2 more sources
Basis risk in static versus dynamic longevity-risk hedging
Scandinavian Actuarial Journal, 2017Elisa Luciano, Luca Regis
exaly
Understanding, modelling and managing longevity risk: key issues and main challenges
Scandinavian Actuarial Journal, 2012Pauline Barrieu +2 more
exaly
Parental Longevity and Diabetes Risk in the Diabetes Prevention Program
Journals of Gerontology - Series A Biological Sciences and Medical Sciences, 2011Hermes Florez +2 more
exaly
Modeling longevity risk transfers as Nash bargaining problems: Methodology and insights
Economic Modelling, 2015Rui Zhou +2 more
exaly