Search Results - subject:"Versicherungsmathematik "

Impact of the longevity risk on permanent life annuity in the context of IFRS 17

Špirková, Jana; Zelinová, Silvia; Zimmermann, Pavel; … - 2026

Longevity risk - the risk that policyholders outlive expected mortality projections - poses a significant challenge to the financial sustainability of pension insurance. This paper investigates the valuation of permanent life annuities under IFRS 17, the accounting standard that fundamentally...

Persistent link: https://www.econbiz.de/10015654680

Building a life table for Lebanon : towards a deeper understanding of our future

Sakr, Natalia Bou; Loisel, Stéphane; Mansour, Gihane; … - 2026

Lebanon does not have a national mortality table that reflects its demographic and health conditions. Despite ongoing changes in mortality patterns driven by economic crises, political instability, and social changes, outdated foreign tables such as AM80 remain in use in the insurance and public...

Persistent link: https://www.econbiz.de/10015614317

Guaranteed annuity option under correlated and regime-switching risks

Grozen, Jude Martin B.; Mamon, Rogemar S. - 2026

Guaranteed annuity options (GAOs) allow policyholders to convert accumulated funds into life annuities at maturity at a guaranteed minimum rate. Thus, insurers are exposed to both investment and longevity risks. Accurate valuation of these long-term, survival-contingent contracts is essential...

Persistent link: https://www.econbiz.de/10015615258

Comparative analysis of weather-based indexes and the Actuaries Climate IndexTM for crop yield prediction and weather-derivative pricing

Yavrum, Cem; Selcuk-Kestel, A. Sevtap; Garrido, José - 2026

Climate change poses significant challenges to the agricultural and financial sectors, affecting crop productivity and the overall financial stability. This study evaluates the robustness of the Actuaries Climate IndexTM (ACI), a relatively recent tool to measure the impact of climate change, by...

Persistent link: https://www.econbiz.de/10015656151

Socio-economic differences in mortality and fairness : pricing and solvency implications for life insurance portfolios

Di Giacinto, Marina; Marino, Mario; Vigna, Elena - 2026

Persistent link: https://www.econbiz.de/10016072772

The actuarial sources of the rise in unfunded liabilities in America's defined benefit plans in the 21st century

Fuchsman, Dillon; Hengerer, David; Moody, Jonathan; … - 2025

Persistent link: https://www.econbiz.de/10015374562

Ruin problems with investments on a finite interval : PIDEs and their viscosity solutions

Antipov, Viktor; Kabanov, Jurij M. - 2026

Persistent link: https://www.econbiz.de/10016081494

Actuarial implications of prevented planting coverage

Turner, Dylan; Tsiboe, Francis; Biram, Hunter; Connor, … - 2025

Persistent link: https://www.econbiz.de/10015332101

Longevity risk and annuitisation decisions in the absence of special-rate life annuities

Andrés Sánchez, Jorge de; González-Vila Puchades, Laura - 2025

Longevity risk affecting older adults can be transferred to the insurance market by purchasing a lifetime annuity. Special-rate life annuities, which are priced, among other factors, on the basis of health and lifestyle factors, go beyond traditional considerations of age and sex by using...

Persistent link: https://www.econbiz.de/10015334621

Type I heavy-tailed family of generalized Burr III distributions : properties, actuarial measures, regression and applications

Nkomo, Wilbert; Oluyede, Broderick; Chipepa, Fastel - 2025

This study introduces a new family of distributions (FoD) called type I heavy-tailed odd Burr III-G (TI-HT-OBIII-G) distribution. Several statistical properties of the family are derived along with actuarial risk measures. The maximum likelihood estimation (MLE) approach is adopted in the...

Persistent link: https://www.econbiz.de/10015338381