Similar Search Results

Longevity risk-sharing annuities : partial indexation in mortality experience

Zhang, Saisai; Li, Johnny Siu-Hang - In: Asia-Pacific journal of risk and insurance : APJRI 11 (2017) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10011671164

Modeling the risk in mortality projections

Zhu, Nan; Bauer, Daniel - In: Operations research 70 (2022) 4, pp. 2069-2084

Persistent link: https://www.econbiz.de/10013366421

Longevity risk in pension annuities with exchange options : the effect of product design

Stevens, Ralph; De Waegenaere, Anja; Melenberg, Bertrand - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 222-234

Persistent link: https://www.econbiz.de/10003953356

Long guarantees with short duration : the rolling annuity

Jarner, Søren Fiig; Preisel, Michael - In: Scandinavian actuarial journal (2017) 6, pp. 471-494

Persistent link: https://www.econbiz.de/10011848436

Managing Life Insurer Risk and Profitability : Annuity Market Development Using Natural Hedging Strategies

Wong, Andy - 2013

risk products to be sold as part of a product portfolio. Natural hedging, or the offsetting of risks in life insurance and … stochastic mortality and interest rate models to assess life and annuity capital requirements and quantify the benefits of … natural hedging taking into account relative profit loadings on products. The benefits of offering longevity products, in …

Persistent link: https://www.econbiz.de/10013088055

On the economics of the longevity risk transfer market

Börger, Matthias; Freimann, Arne; Ruß, Jochen - In: The journal of risk & insurance 90 (2023) 3, pp. 597-632

Persistent link: https://www.econbiz.de/10014364554

Longevity risk management for life and variable annuities : the effectiveness of static hedging using longevity bonds and derivatives

Nga, Andrew; Sherris, Michael - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 100-114

Persistent link: https://www.econbiz.de/10009157434

Using reverse mortgages to hedge longevity and financial risks for life insurers : a generalised immunisation approach

Wang, Jennifer L.; Hsieh, Ming-hua; Chiu, Yu-fen - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 697-717

Persistent link: https://www.econbiz.de/10009503479

Longevity risk from the perspective of the ILS markets

Lane, Morton - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 501-515

Persistent link: https://www.econbiz.de/10009503514

On the mortality/longevity risk hedging with mortality immunization

Lin, Tzuling; Tsai, Cary Chi-liang - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 580-596

Persistent link: https://www.econbiz.de/10010227936