Longevity Risk Management and the Development of a Value-Based Longevity Index [PDF]
Risks, 2018 The design and development of post-retirement income products require the assessment of longevity risk, as well as a basis for hedging these risks. Most indices for longevity risk are age-period based. We develop and assess a cohort-based value index for
Yang Chang, Michael Sherris
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Cow Longevity and Reasons and Risk Factors for Culling in South African Holstein and Jersey Dairy Herds [PDF]
AnimalsThis study investigated cow longevity, culling reasons, and risk factors influencing culling in South African Holstein and Jersey dairy herds. Lactation records of 1,150,625 Jersey and 1,534,875 Holstein cows from 1864 herds, recorded through the ...
Lerato Matjila +4 more
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A System for Distributed Minting and Management of Persistent Identifiers
International Journal of Digital Curation, 2015 Minting persistent identifiers and managing their metadata is typically governed by a single organization. Such a single point of failure poses a risk to longevity and long-term preservation of identifiers.
Åukasz Bolikowski +2 more
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On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach
Risks, 2023 In the insurance industry, life insurers are required by regulators to meet capital requirements to avoid insolvency caused by, for example, sudden mortality changes due to the COVID-19 pandemic.
Shuai Yang, Kenneth Q. Zhou
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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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The association of herd performance indicators with dairy cow longevity: An empirical study.
PLoS ONE, 2022 The associations between reproductive performance, milk yield and health status with the risk of culling, and thus with a cow's longevity, have been well documented at the individual cow level.
Ruozhu Han +3 more
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Risk management at the stages of the life cycle of NPP projects [PDF]
E3S Web of Conferences, 2023 The article discusses the issues of risk management at all stages of the life cycle of nuclear power plants. The definition and classification by types of risks that arise during the stages of the life cycle and operation of difficult objects such as ...
Ashraideh Mohammad, Engovatov Igor
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ADAPTED PRESTON’S CURVE: A PROXY METHOD FOR LONGEVITY RISK ANALYSIS ON INDONESIAN PENSION PLAN
Barekeng, 2023 Future lifetime will increase as both the standard of living and the health insurance system develop. This increase will have an effect on financial contracts' actuarial present values, particularly the liabilities of pension funds. Longer-lived retirees
Danang Teguh Qoyyimi +1 more
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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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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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