Results 11 to 20 of about 259,280 (203)
Liability-Driven Investment in Longevity Risk Management [PDF]
, 2016 This paper studies optimal investment from the point of view of an investor with longevity-linked liabilities. The relevant optimization problems rarely are analytically tractable, but we are able to show numerically that liability driven investment can significantly outperform common strategies that do not take the liabilities into account.
Helena Aro, Teemu Pennanen
openaire +5 more sources
Mortality-Indexed Annuities Managing Longevity Risk Via Product Design [PDF]
North American Actuarial Journal, 2011 Longevity risk has become a major challenge for governments, individuals, and annuity providers in most countries, and especially its aggregate form, i.e. the risk of unsystematic changes to general mortality patterns, bears a large potential for accumulative losses for insurers.
Richter, Andreas, Weber, Frederik
core +7 more sources
Single and cross-generation natural hedging of longevity and financial risk [PDF]
, 2012 The paper provides natural hedging strategies among death benefits and annuities written on a single and on different generations. It obtains closed-form Delta and Gamma hedges, in the presence of both longevity and interest rate risk.
Luciano, Elisa +2 more
core +2 more sources
Immunization and Hedging of Post Retirement Income Annuity Products
Risks, 2017 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
Some factors affecting the longevity of Hungarian Simmental beef purposed cattle [PDF]
Journal of Central European AgricultureThe study aimed to assess the influence of herd size, age at first calving, year, month, season of first calving, and first calf sex on the longevity of Hungarian Simmental beef cattle using survival analysis. The data included 598 sires, 9,077 dams, and
Wissem BACCOURI, János POSTA
doaj +1 more source
The Investigation of a Forward-Rate Mortality Framework
Risks, 2019 Stochastic mortality models have been developed for a range of applications from demographic projections to financial management. Financial risk based models built on methods used for interest rates and apply these to mortality rates.
Daniel H. Alai +2 more
doaj +1 more source
Single and cross-generation natural hedging of longevity and financial risk [PDF]
, 2015 The paper provides natural hedging strategies among death benefits and annuities written on a single and on different generations. It obtains closed-form Delta and Gamma hedges, in the presence of both longevity and interest rate risk.
Luciano, Elisa +2 more
core +1 more source
Managing financial risk of longevity [PDF]
Europa Regionum, 2017 Finansowe nastepstwa braku profesjonalnego zarządzania ryzykiem dlugowieczności są znaczne. Fakt, ze ludzie masowo mylą sie o 3–5 lat we wlasnych ocenach dlugości swego zycia, ma duze znaczenie dla bliskich, gospodarstwa domowego, dla ubezpieczycieli, lokalnych i centralnych wladz.
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BoneJ2 - refactoring established research software [version 2; peer review: 3 approved]
Wellcome Open Research, 2021 Research software is often developed with expedience as a core development objective because experimental results, but not the software, are specified and resourced as a project output. While such code can help find answers to specific research questions,
Richard Domander +2 more
doaj +1 more source
Wellcome Open Research, 2021 Research software is often developed with expedience as a core development objective because experimental results, but not the software, are specified and resourced as a project output. While such code can help find answers to specific research questions,
Richard Domander +2 more
doaj +1 more source