Results 41 to 50 of about 259,280 (203)
Assessing Investment and Longevity Risks within Immediate Annuities [PDF]
, 2007 Life annuities provide a guaranteed income for the remainder of the recipient’s lifetime, and therefore, annuitization presents an important option when choosing an adequate investment strategy for the retirement ages.
Bauer, Daniel, Weber, Frederik
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Welcome to the age of longevity capitalism
Finance and SocietyThis essay coins and develops the concept of Longevity Capitalism, a biopolitical and financial regime in which both the condition of living longer and the pursuit of longevity are transformed into frontiers of accumulation.
Giulia Dal Maso
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In Search of a Sustainable Global Agri-Food System [PDF]
, 2013 The potential to meet global food demand fully exists through global development of the high-technology (HT), high-intensity type of agriculture and food processing system prevailing in developed countries.
Gooday, Andrew +9 more
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, 2015 The thesis first examines the choice of sample size for mortality forecasting, and then deal with the hedging of longevity risk using longevity-linked instruments. Chapter 2 proposes a Bayesian learning approach to determine the (posterior distribution of) the sample sizes for mortality forecasting using mortality models based on linear extrapolation ...
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Uncertainty in Pricing and Risk Measurement of Survivor Contracts
RisksAs life expectancy increases, pension plans face growing longevity risk. Standardized longevity-linked securities such as survivor contracts allow pension plans to transfer this risk to capital markets.
Kenrick Raymond So +4 more
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Hedging Brevity Risk with Mortality-based Securities [PDF]
, 2006 In 2003, Swiss Re introduced a mortality-based security designed to hedge excessive mortality changes for its life book of business. The concern was apparently brevity risk, i.e., the risk of premature death.
MacMinn, Richard, Richter, Andreas
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Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk [PDF]
, 2013 This paper provides a closed-form Value-at-Risk (VaR) for the net exposure of an annuity provider, taking into account both mortality and interest-rate risk, on both assets and liabilities.
Avellaneda +11 more
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Modeling and Management of Longevity Risk
SSRN Electronic Journal, 2013 In this article we review the state of play in the use of stochastic models for the measurement and management of longevity risk. A focus of the discussion concerns how robust these models are relative to a variety of inputs: something that is particularly important in formulating a risk management strategy.
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Household financial planning strategies for managing longevity risk [PDF]
FINANCIAL PLANNING REVIEW, 2018 This study examines how longevity risk, in conjunction with other postretirement risks, impacts retirement consumption decisions and retirement wealth needs. We develop a theoretical model that directly examines the relationship between longevity risk and consumption/savings, and empirically test these theoretical implications by simulating retirement ...
Bajtelsmit, Vickie L., author +2 more
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Disentangling the importance of the precautionary saving motive [PDF]
, 2004 We evaluate the importance of the precautionary saving motive by relying on a direct question about precautionary wealth from the 1995 and 1998 waves of the Survey of Consumer Finances.
Kennickell, Arthur, Lusardi, Annamaria
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