Results 21 to 30 of about 410,288 (305)
Computation, 2022 Recent studies have attempted to measure differences in lifestyle quality across the world. This paper contributes to this strand of literature by extending the indicator introduced in Milevsky (2020), i.e., “longevity-risk-adjusted global age” (LRaG age)
Gloria Polinesi +3 more
doaj +1 more source
ARMA Models for Mortality Forecast
Lithuanian Journal of Statistics, 2016 In the last several decades, many countries have been paying a lot of attention to mortality forecastingbecause of high longevity risk. The purpose of this paper is to analyze mortality characteristics of Baltic countries andmake predictions using ARMA ...
Natalja Šiškina, Jonas Šiaulys
doaj +1 more source
Longevity and mortality of cats attending primary care veterinary practices in England [PDF]
, 2014 Enhanced knowledge on longevity and mortality in cats should support improved breeding, husbandry, clinical care and disease prevention strategies. The VetCompass research database of primary care veterinary practice data offers an extensive resource of ...
Bessant C +11 more
core +3 more sources
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk [PDF]
, 2013 This paper provides a closed-form Value-at-Risk (VaR) for the net exposure of an annuity provider, taking into account both mortality and interest-rate risk, on both assets and liabilities.
Avellaneda +11 more
core +1 more source
Still living with mortality: The longevity risk transfer market after one decade [PDF]
, 2019 This paper updates Living with Mortality published in 2006. It describes how the longevity risk transfer market has developed over the intervening period, and, in particular, how insurance-based solutions – buy-outs, buy-ins and longevity insurance ...
Biffis +37 more
core +2 more sources