Results 11 to 20 of about 1,377,161 (326)
Longevity Risk Management for Individual Investors
, 2013 We model and numerically solve the optimal asset allocation problem of a retired couple with uncertain lifetime, in the presence of a life insurance policy. The couple maximizes expected utility over their joint lifetime by dynamically adjusting their asset allocation and purchasing term-life insurance.
Woo Chang Kim +3 more
semanticscholar +4 more sources
Longevity Risk Management, Corporate Finance and Sustainable Pensions
SSRN Electronic Journal, 2013 Historically, unexpected improvements in mortality rates have led to large, unanticipated increases in life expectancy, with accompanying increases in the value of defined benefit pension liabilities. As a result, longevity risk needs to be measured and managed alongside the financial risks facing these plans.
Guy D. Coughlan
semanticscholar +3 more sources
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
doaj +11 more sources
Longevity risk management through Machine Learning: state of the art
Insurance Markets and Companies, 2020 Longevity risk management is an area of the life insurance business where the use of Artificial Intelligence is still underdeveloped. The paper retraces the main results of the recent actuarial literature on the topic to draw attention to the potential ...
Susanna Levantesi +2 more
semanticscholar +1 more source
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
doaj +1 more source
Advances in Economics, Management and Political Sciences, 2023 The aging of China's population has become a significant social problem. The resulting longevity risk is a new and growing challenge for households, businesses and governments.
Y. Wen
semanticscholar +1 more source
Disability-Free Life Trends at Older Ages: Implications for Longevity Risk Management
Social Science Research Network, 2020 Longevity risk, which is typically portrayed as the problem of people outliving their assets, can be viewed as both an aggregate and an individual-level issue.
D. Wolf
semanticscholar +1 more source
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
doaj +1 more source
The modern tontine: An innovative instrument for longevity risk management in an aging society
, 2020 The changing social, financial and regulatory frameworks, such as an increasingly aging society, the current low interest rate environment, as well as the implementation of Solvency II, lead to the search for new product forms for private pension ...
Jan-Hendrik Weinert, Helmut Gründl
semanticscholar +1 more source
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
doaj +1 more source