Measuring risk-adjusted performance and product attractiveness of a life annuity portfolio
Year of publication: |
February 2017
|
---|---|
Authors: | Di Lorenzo, Emilia ; Orlando, Albina ; Sibillo, Marilena |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 1, p. 83-101
|
Subject: | Profitability Measures | Participating Policies | Operating Income | Longevity Risk | Consumer Protection | Sterblichkeit | Mortality | Verbraucherschutz | Consumer protection | Messung | Measurement | Portfolio-Management | Portfolio selection | Lebensversicherung | Life insurance | Rentabilität | Profitability | Risiko | Risk |
-
Lifetime asset allocation with idiosyncratic and systematic mortality risks
Shen, Yang, (2018)
-
Longevity risk measurement of life annuity products
Diffouo, Pauline M. Ngugnie, (2020)
-
Measuring and managing the longevity risk for an indexed life annuity
Orlando, Albina, (2013)
- More ...
-
Profitability vs. attractiveness within a performance analysis of a life annuity business
Di Lorenzo, Emilia, (2017)
-
Interest rate movements in the life insurance fair valuation context
Cocozza, Rosa, (2009)
-
Solvency analysis and demographic risk measures
Coppola, Mariarosaria, (2011)
- More ...