Search Results - subject:"mortality risk"

Designing annuities with flexibility opportunities in an uncertain mortality scenario

Olivieri, Annamaria - In: Risks : open access journal 9 (2021) 11, pp. 1-18

We consider annuity designs in which the benefit amount is allowed to fluctuate (up or down), based on a given mortality/longevity experience. This way, guarantees are relaxed in respect of traditional annuity arrangements. On the other hand, while the annuitant is exposed to the risk of a...

Persistent link: https://www.econbiz.de/10012703078

A deep learning integrated Cairns-Blake-Dowd (CBD) sytematic mortality risk model

Odhiambo, Joab; Ngare, Philip - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-12

Many actuarial science researchers on stochastic modeling and forecasting of systematic mortality risk use Cairns … integrate the CBD model to enhance its accuracy and predictive capacity for future systematic mortality risk in countries with … be implemented by Kenyan insurance firms when modeling and forecasting systematic mortality risk helpful in the pricing …

Persistent link: https://www.econbiz.de/10012588185

Compensating differentials for occupational health and safety risks : implications of recent evidence

Kniesner, Thomas J.; Viscusi, W. Kip - In: 50th celebratory volume, (pp. 83-116). 2023

Persistent link: https://www.econbiz.de/10014234111

Consistent valuation of a reduction in mortality risk using values per life, life year, and quality-adjusted life year

Hammitt, James K. - In: Health economics 32 (2023) 9, pp. 1964-1981

Persistent link: https://www.econbiz.de/10014329251

Mitigating the mortality risk of the life insurance company through intra-product hedging

Huang, Fang-Wen; Huang, Hsiao-Tzu; Tsai, Chenghsien - In: Journal of financial studies : JFS : the official … 31 (2023) 2, pp. 1-38

Persistent link: https://www.econbiz.de/10014339137

Valuation of general GMWB annuities in a low interest rate environment

Fontana, Claudio; Rotondi, Francesco - In: Insurance / Mathematics & economics 112 (2023), pp. 142-167

Persistent link: https://www.econbiz.de/10014446751

A new option for mortality-interest rates

Lin, Tzuling; Tsai, Cary Chi-Liang - In: The journal of futures markets 43 (2023) 2, pp. 273-293

Persistent link: https://www.econbiz.de/10014293018

Monetary values of increasing life expectancy : sensitivity to shifts of the survival curve

Hammitt, James K.; Tunçel, Tuba - In: Journal of risk and uncertainty 67 (2023) 3, pp. 239-269

Persistent link: https://www.econbiz.de/10014502510

The Impact of HIV/Aids on Human Capital Investment in Sub-Saharan Africa: New Evidence

Chicoine, Luke; Lyons, Emily; Sahue, Alexia - 2020

Fortson (2011) to examine the impact of mortality risk on human capital investment during the deadliest period of the pandemic … prevalence and schooling steepened as mortality risk increased. The reduction in schooling is largest for women, and along the …

Persistent link: https://www.econbiz.de/10012270287

Is the accuracy of individuals' survival beliefs aqssociated with their knowledge of population life expectancy?

Kutlu-Koc, Vesile; Kalwij, Adriaan S. - 2020

Persistent link: https://www.econbiz.de/10012671385