Results 41 to 50 of about 109,499 (144)
Global aging - the nature of longevity risk
Acta Universitatis Lodziensis. Folia Oeconomica, 2016 In this paper we investigate the latest developments on longevity risk modelling. We first introduce longevity risk to allow for a better understanding of the related challenges in term of risk management from both a financial and insurance point of view.
Grażyna Trzpiot
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Are Alzheimer's and coronary artery diseases genetically related to longevity?
Frontiers in Psychiatry, 2023 IntroductionIn the last decade researchers have attempted to investigate the shared genetic architecture of longevity and age-related diseases and assess whether the increased longevity in certain people is due to protective alleles in the risk genes for
Eftychia Bellou, Valentina Escott-Price
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Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives
Risks, 2019 This paper assesses the hedge effectiveness of an index-based longevity swap and a longevity cap for a life annuity portfolio. Although longevity swaps are a natural instrument for hedging longevity risk, derivatives with non-linear pay-offs, such as ...
Man Chung Fung +2 more
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RisksIn developed countries such as Spain, where the population is increasingly aging, retirement planning and longevity risk represent major societal challenges.
Jorge de Andrés-Sánchez +1 more
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, 2015 The thesis first examines the choice of sample size for mortality forecasting, and then deal with the hedging of longevity risk using longevity-linked instruments. Chapter 2 proposes a Bayesian learning approach to determine the (posterior distribution of) the sample sizes for mortality forecasting using mortality models based on linear extrapolation ...
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Pricing of Longevity Derivatives and Cost of Capital
Risks, 2019 Annuities providers become more and more exposed to longevity risk due to the increase in life expectancy. To hedge this risk, new longevity derivatives have been proposed (longevity bonds, q-forwards, S-swaps…).
Fadoua Zeddouk, Pierre Devolder
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Risks, 2020 We investigate the impact of model uncertainty on hedging longevity risk with index-based derivatives and assessing longevity basis risk, which arises from the mismatch between the hedging instruments and the portfolio being hedged.
Uditha Balasooriya +2 more
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Longevity Risk, Retirement Savings, and Financial Innovation
SSRN Electronic Journal, 2011 Abstract Over the last couple of decades unprecedented increases in life expectancy have raised important concerns for retirement savings. We solve a life-cycle model with longevity risk, which can be hedged through endogenous saving and retirement decisions.
Cocco, J F, Gomes, F
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Advanced pathological ageing should be represented in the ICD
The Lancet. Healthy Longevity, 2022 Ilia Stambler +3 more
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Longevity Risk and Private Pensions [PDF]
SSRN Electronic Journal, 2007 This paper examines how uncertainty regarding future mortality and life expectancy outcomes, i.e. longevity risk, affects employer-provided defined benefit (DB) private pension plans liabilities. The paper argues that to assess uncertainty and associated risks adequately, a stochastic approach to model mortality and life expectancy is preferable ...
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