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Measuring and managing the longevity risk for an indexed life annuity

Orlando, Albina; Politano, Massimiliano - In: Problems and perspectives in management : PPM ; … 11 (2013) 2, pp. 115-126

Persistent link: https://www.econbiz.de/10010209746

Stochastic solvency testing in life insurance

Hayes, Genevieve (contributor) - 2009

Persistent link: https://www.econbiz.de/10003814031

Can pension funds partially manage longevity risk by investing in a longevity megafund?

Debonneuil, Edouard; Eyraud-Loisel, Anne; Planchet, … - In: Risks : open access journal 6 (2018) 3, pp. 1-27

Pension funds, which manage the financing of a large share of global retirement schemes, need to invest their assets in a diversified manner and over long durations while managing interest rate and longevity risks. In recent years, a new type of investment has emerged, that we call a longevity...

Persistent link: https://www.econbiz.de/10011867481

Some annuity problemy in the framework of Czech pension systems

Cipra, Tomáš - In: Prague economic papers : a bimonthly journal of … 22 (2013) 3, pp. 307-323

Persistent link: https://www.econbiz.de/10010226445

Calibrating Gompertz in reverse : what is your longevity-risk-adjusted global age?

Milevsky, Moshe Arye - In: Insurance / Mathematics & economics 92 (2020), pp. 147-161

Persistent link: https://www.econbiz.de/10012242048

From regulatory life tables to stochastic mortality projections : the exponential decline model

Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 71 (2016), pp. 295-303

Persistent link: https://www.econbiz.de/10011630848

Longevity risk measurement of life annuity products

Diffouo, Pauline M. Ngugnie; Devolder, Pierre - In: Risks : open access journal 8 (2020) 1/31, pp. 1-16

annuity products. Within the Solvency II framework, we capture the mortality of policyholders by the mean of the Hull …

Persistent link: https://www.econbiz.de/10012203435

Longevity-contingent deferred life annuities

Denuit, Michel; Haberman, Steven; Renshaw, A. E. - In: Journal of pension economics and finance 14 (2015) 3, pp. 315-327

Persistent link: https://www.econbiz.de/10011338256

Longevity risk and economic growth in sub-populations : evidence from Italy

Bozzo, Giuseppina; Levantesi, Susanna; Menzietti, … - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 101-115

Persistent link: https://www.econbiz.de/10012587821

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

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