Search Results - person:"Ngai, Andrew"

Longevity Risk Management for Life and Variable Annuities : Effectiveness of Static Hedging Using Longevity Bonds and Derivatives

Sherris, Michael - 2012

For many years the longevity risk of individuals has been underestimated as survival probabilities improved across the developed world. The uncertainty and volatility of future longevity has posed significant risk issues for both individuals and product providers of annuities and pensions. This...

Persistent link: https://www.econbiz.de/10013116210

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

Ngai, Andrew; Sherris, Michael - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 100-115

Persistent link: https://www.econbiz.de/10009132993

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

Ngai, Andrew; Sherris, Michael - In: Insurance: Mathematics and Economics 49 (2011) 1, pp. 100-114

For many years, the longevity risk of individuals has been underestimated, as survival probabilities have improved across the developed world. The uncertainty and volatility of future longevity has posed significant risk issues for both individuals and product providers of annuities and...

Persistent link: https://www.econbiz.de/10009146185