Results 71 to 80 of about 124,330 (306)
Pricing of Longevity Derivatives and Cost of Capital
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
doaj +1 more source
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
doaj +1 more source
Risk-return appraisal of longevity swaps
The authors show that the transfer of longevity risk through derivatives, such as longevity swaps, usually decreases the overall risk of a pension fund, while also decreasing expected returns, thus resulting in efficient outcomes. In some cases, however,
Regis, Luca, Luciano, Elisa
core +1 more source
New Onset of Fibromyalgia After Exposure to a Combat Environment: A Longitudinal Cohort Study
Objective Traumatic life events are hypothesized to be triggers for the onset of fibromyalgia. Posttraumatic stress disorder (PTSD) is a common comorbidity of fibromyalgia. However, limited prospective data are available on the development of fibromyalgia after exposure to high‐magnitude stress.
Jay B. Higgs +15 more
wiley +1 more source
It is often claimed that genes affecting health in old age, such as cardiovascular and Alzheimer diseases, are beyond the reach of natural selection. We show in a simulation study based on known genetic (apolipoprotein E) and non-genetic risk factors ...
Kirkwood Thomas B. L. +5 more
core +1 more source
Immune Checkpoint Inhibitor–Related Myositis and Associated Triad Overlap Syndrome
Objective Immune checkpoint inhibitor (ICI) myositis is a rare but a highly morbid condition, particularly with the ICI myositis triad syndrome of myositis, myocarditis, and myasthenia gravis. We report the clinical characteristics of ICI myositis and all‐cause mortality in these patients.
Selene Rubino +9 more
wiley +1 more source
Over the past 50 years, the science of pediatric rheumatology has grown exponentially due to an expansion in the understanding of complex rheumatic conditions and a surge in novel targeted therapeutics. Physician‐scientists in the field of pediatric rheumatology have played major roles in these advancements that have improved the care of children ...
Ekemini A. Ogbu +2 more
wiley +1 more source
Securitization of Longevity and Mortality Risk [PDF]
This paper deals with Alternative Risk Transfer (ART) through the securitization of longevity and mortality risks in pension plans and commercial life insurance. Various types of such mortality-linked securities are described (e.g., CATM bonds, longevity
Tomas Cipra
core
Objective This study aimed to describe real‐world trends in preconception and prenatal use of antirheumatic drugs among pregnant individuals with rheumatic diseases in Ontario, Canada. Methods We conducted a time‐series analysis using repeated cross‐sectional data to examine annual patterns of disease‐modifying antirheumatic drug (DMARD) use among ...
Shenthuraan Tharmarajah +6 more
wiley +1 more source
Immunization and Hedging of Post Retirement Income Annuity Products
Designing post retirement benefits requires access to appropriate investment instruments to manage the interest rate and longevity risks. Post retirement benefits are increasingly taken as a form of income benefit, either as a pension or an annuity ...
Changyu Liu, Michael Sherris
doaj +1 more source

