Results 21 to 30 of about 109,499 (144)
Longevity Risk Measurement of Life Annuity Products
Risks, 2020 This paper captures and measures the longevity risk generated by an annuity product. The longevity risk is materialized by the uncertain level of the future liability compared to the initially foretasted or expected value.
Pauline Milaure Ngugnie Diffouo +1 more
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Journal of Economic and Financial Sciences, 2023 Orientation: As a standard practice, retirement capital is converted into either an immediate life annuity (annuitisation), affording significant protection against longevity risk or a living annuity (self-annuitisation), exposing capital to volatile ...
Jeannie de Villiers-Strijdom, Niel Krige
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The Effect of Alzheimer’s Disease-Associated Genetic Variants on Longevity
Frontiers in Genetics, 2021 Human longevity is influenced by the genetic risk of age-related diseases. As Alzheimer’s disease (AD) represents a common condition at old age, an interplay between genetic factors affecting AD and longevity is expected.
Niccolò Tesi +19 more
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Multivariate Risk-Neutral Pricing of Reverse Mortgages under the Bayesian Framework
Risks, 2019 In this paper, we suggest a Bayesian multivariate approach for pricing a reverse mortgage, allowing for house price risk, interest rate risk and longevity risk.
Jackie Li, Atsuyuki Kogure, Jia Liu
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Designing Annuities with Flexibility Opportunities in an Uncertain Mortality Scenario
Risks, 2021 We consider annuity designs in which the benefit amount is allowed to fluctuate (up or down), based on a given mortality/longevity experience. This way, guarantees are relaxed in respect of traditional annuity arrangements.
Annamaria Olivieri
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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.
RUSSOLILLO, Maria +3 more
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Can Pension Funds Partially Manage Longevity Risk by Investing in a Longevity Megafund?
Risks, 2018 Pension funds, which manage the financing of a large share of global retirement schemes, need to invest their assets in a diversified manner and over long durations while managing interest rate and longevity risks.
Edouard Debonneuil +2 more
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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
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An Indexation Mechanism for Retirement Age: Analysis of the Gender Gap
Risks, 2019 The management of National Social Security Systems is being challenged more and more by the rapid ageing of the population, especially in the industrialized countries.
Mariarosaria Coppola +2 more
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Uncertainty in Pricing and Risk Measurement of Survivor Contracts
RisksAs life expectancy increases, pension plans face growing longevity risk. Standardized longevity-linked securities such as survivor contracts allow pension plans to transfer this risk to capital markets.
Kenrick Raymond So +4 more
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