Risk management at the stages of the life cycle of NPP projects [PDF]
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
doaj +1 more source
Single and cross-generation natural hedging of longevity and financial risk [PDF]
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
Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives
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
doaj +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
Some factors affecting the longevity of Hungarian Simmental beef purposed cattle [PDF]
The 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
A dynamic equivalence principle for systematic longevity risk management
This paper addresses systematic longevity risk in long-term insurance business. We analyze the consequences of working under unknown survival probabilities on the efficiency of the Law of Large Numbers and point out the need for appropriate and feasible ...
Hamza Hanbali +3 more
semanticscholar +1 more source
Single and cross-generation natural hedging of longevity and financial risk [PDF]
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
The Investigation of a Forward-Rate Mortality Framework
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
Managing financial risk of longevity [PDF]
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.
openaire +1 more source
Analyzing Successful Aging and Longevity: Risk Factors and Health Promoters in 2020 Older Adults
Geriatric syndromes (GSs) and aging-associated diseases (AADs) are common side effects of aging. They are affecting the lives of millions of older adults and placing immense pressure on healthcare systems and economies worldwide.
D. Kashtanova +15 more
semanticscholar +1 more source

