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Longevity risk management and the development of a value-based longevity index
Chang, Yang; Sherris, Michael - In: Risks : open access journal 6 (2018) 1, pp. 1-20
The design and development of post-retirement income products require the assessment of longevity risk, as well as a basis for hedging these risks. Most indices for longevity risk are age-period based. We develop and assess a cohort-based value index for life insurers and pension funds to manage...
Persistent link: https://www.econbiz.de/10011811547
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An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks
Zhao, Yixing; Mamon, Rogemar - In: Insurance / Mathematics & economics 78 (2018), pp. 1-12
Persistent link: https://www.econbiz.de/10011825060
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Valuation of longevity-linked life annuities
Bravo, Jorge Miguel Ventura; Mekkaoui-de Freitas, Najat el- - In: Insurance / Mathematics & economics 78 (2018), pp. 212-229
Persistent link: https://www.econbiz.de/10011825268
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Mortality models and longevity risk for small populations
Wang, Hsin Chung; Yue, Ching-Syang Jack; Chong, Chen-Tai - In: Insurance / Mathematics & economics 78 (2018), pp. 351-359
Persistent link: https://www.econbiz.de/10011825321
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Expensive mistakes : operational risk in life insurance
Ferris, Shauna - In: Risk management and insurance review 15 (2012) 2, pp. 263-288
Persistent link: https://www.econbiz.de/10011656937
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Determinants of the stated probability of purchase for longevity insurance
Guillemette, Michael A.; Martin, Terrance K.; Cummings, … - In: The Geneva papers on risk and insurance - issues and … 41 (2016) 1, pp. 4-23
Persistent link: https://www.econbiz.de/10011657548
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A review of catastrophic risks for life insurers
Huynh, Alex; Bruhn, Aaron; Browne, Bridget - In: Risk management and insurance review 16 (2013) 2, pp. 233-266
Persistent link: https://www.econbiz.de/10011657846
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Catastrophes and the demand for life insurance
Fier, Stephen G.; Carson, James M. - In: The journal of insurance issues : official journal of … 38 (2015) 2, pp. 125-156
Persistent link: https://www.econbiz.de/10011380772
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Risikoprüfung in der Lebensversicherung
Wieser, Wolfgang - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003978577