Search Results - subject:"mortality heterogeneity"

Narrow search

Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans

Álvarez, Jesús-Adrián; Kallestrup-Lamb, Malene; … - 2020

Persistent link: https://www.econbiz.de/10012433994

Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans

Alvarez, Jesús-Adrián; Kallestrup-Lamb, Malene; … - In: Insurance / Mathematics & economics 99 (2021), pp. 363-375

Persistent link: https://www.econbiz.de/10012649238

Measuring mortality heterogeneity with multi-state models and interval-censored data

Boumezoued, Alexandre; El Karoui, Nicole; Loisel, Stéphane - In: Insurance / Mathematics & economics 72 (2017), pp. 67-82

Persistent link: https://www.econbiz.de/10011691580

The determinants of mortality heterogeneity and implications for pricing annuities

Meyricke, Ramona; Sherris, Michael - In: Insurance: Mathematics and Economics 53 (2013) 2, pp. 379-387

Standard annuities are offered at one price to all individuals of the same age and gender. Individual mortality … heterogeneity exposes insurers to adverse selection since only relatively healthy lives are expected to purchase annuities. As a …

Persistent link: https://www.econbiz.de/10010702903

The determinants of mortality heterogeneity and implications for pricing annuities

Meyricke, Ramona; Sherris, Michael - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 379-387

Persistent link: https://www.econbiz.de/10010195916

Heterogeneity of Australian population mortality and implications for a viable life annuity market

Su, Shu; Sherris, Michael - In: Insurance: Mathematics and Economics 51 (2012) 2, pp. 322-332

Heterogeneity in mortality rates is known to exist in populations, undermining the use of age and sex as the only rating factors for life insurance and annuity products. Life insurers offering life annuities assume that annuitant lives will self-select, and price the longevity risk with an...

Persistent link: https://www.econbiz.de/10010594506

Heterogeneity of Australian Population Mortality and Implications for a Viable Life Annuity Market

Su, Shu; Sherris, Michael - ARC Centre of Excellence in Population Ageing Research … - 2011

Heterogeneity in mortality rates is known to exist in populations, undermining the use of age and sex as the only rating factors for life insurance and annuity products. Life insurers underwrite life products using a variety of rating factors to allow for this heterogeneity. In the case of life...

Persistent link: https://www.econbiz.de/10010551696