Search Results - subject:"mortality tables"

Adding shocks to a prospective mortality model

Planchet, Frédéric; Plaine, Guillaume Gautier de la - In: Risks : open access journal 12 (2024) 3, pp. 1-18

scale of a country like France in the construction of prospective mortality tables. By assigning a frailty factor to a basic …

Persistent link: https://www.econbiz.de/10014497411

Projections of dynamic generational tables and longevity risk in Chile

Alonso, Javier; Tuesta, David; Torres Torres, Diego; … - BBVA Research, Grupo BBVA - 2013

experienced direct effects of this kind. To counterbalance this, they have developed techniques for constructing mortality tables … American country. The estimates show that the official mortality tables in Chile could include significant lags by 2050, which … the case of women. Given that Chile is the best developed country in the region with respect to mortality tables, the …

Persistent link: https://www.econbiz.de/10010784818

Premiums Calculation for Life Insurance

Preda, Ana; Gîrbaci, Mariana - In: Annals of the University of Petrosani, Economics 12 (2012) 3, pp. 197-204

The paper presents the techniques and the formulas used on international practice for establishing the premiums for a life policy. The formulas are generally based on a series of indicators named mortality indicators which mainly point out the insured survival probability, the death probability...

Persistent link: https://www.econbiz.de/10010734695

The Impact of Longevity Improvements on U.S. Corporate Defined Benefit Pension Plans

Kiff, John; Kisser, Michael; Soto, Mauricio; Oppers, … - International Monetary Fund (IMF) - 2012

This paper provides the first empirical assessment of the impact of life expectancy assumptions on the liabilities of private U.S. defined benefit (DB) pension plans. Using detailed actuarial and financial information provided by the U.S. Department of Labor, we construct a longevity variable...

Persistent link: https://www.econbiz.de/10010790337

Multivariate life table methodology for estimating the effect of child mortality on the total fertility rate and its components

Eini-Zinab, Hassan - 2011

This paper develops, validates, and applies new multivariate methodology to assess the effect of child mortality on both period and cohort measures of fertility. The methodology, which can be applied to period data as well as cohort data, is based on discrete-time survival models of parity...

Persistent link: https://www.econbiz.de/10009451248

Stress Tests for Defined Benefit Pension Plans: A Primer

Impavido, Gregorio - International Monetary Fund (IMF) - 2011

Stress testing is a useful and increasingly popular, yet sometimes misunderstood, method of analyzing the resilience of financial systems to adverse events. This paper aims to help demystify stress tests and illustrate their strengths and weaknesses. Using an Excel-based template with...

Persistent link: https://www.econbiz.de/10008839343

Kingdom of the Netherlands-Netherlands; Publication of Financial Sector Assessment Program Documentation: Technical Note on Pensions Sector Issues

International Monetary Fund (IMF); International … - 2011

The recent crisis and interest rate declines have put the financial sustainability of the Dutch occupational pension system under severe strain. The benefit-cutting measures have been received by the public as an unexpected and almost unknown option inherent in the pension contracts. Adding to...

Persistent link: https://www.econbiz.de/10011244315

South Africa; Detailed Assessment of Observance on the International Association of Insurance Supervisors' Insurance Core Principles

International Monetary Fund (IMF); International … - 2010

Insurance regulation in South Africa is sound and takes a thorough approach to regulation, recognizes the scale and development of the market, and the need for effective market conduct as prudential regulation. There are particular challenges in improving standards of market conduct, in both...

Persistent link: https://www.econbiz.de/10011245840

How the Financial Crisis Affects Pensions and Insurance and Why the Impacts Matter

Tower, Ian; Impavido, Gregorio - International Monetary Fund (IMF) - 2009

This paper discusses the key sources of vulnerabilities for pension plans and insurance companies in light of the global financial crisis of 2008. It also discusses how these institutional investors transit shocks to the rest of the financial sector and economy. The crisis has re-ignited the...

Persistent link: https://www.econbiz.de/10008528682

South Africa; Financial System Stability Assessment, Including Report on the Observance of Standards and Codes on the following topic: Securities Regulation

International Monetary Fund (IMF); International … - 2008

This paper discusses the Financial System Stability Assessment for South Africa, and reviews the Report on the Observance of Standards and Codes on Securities Regulation. The assessment reveals that South Africaâ€™s sophisticated financial system is fundamentally sound and has so far...

Persistent link: https://www.econbiz.de/10011244235