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Annuity Valuation with Dependent Mortality
Annuity Valuation with Dependent Mortality This paper investigates the use of models of dependent mortality ... estimates to calibrate the rnodel. Annuities;Annuity valuation;Beneficiaries;Derivatives;Discount rates=Interest ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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Securitization of Mortality Risks in Life Annuities
Securitization of Mortality Risks in Life Annuities Securitization of mortality risks is ... insurance. Annuities;Discount rates=Interest rates;Individual annuities;Longevity;Mortality rates=Mortality ...- Authors: Samuel Cox, Yijia Lin
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Investment strategy - Finance & Investments
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Natural Hedging of Life and Annuity Mortality Risks
1990-95 SOA Male Basic Table and the table for (65) is based on the 1996 US Individual Annuity Mortality Male ... Male Basic Table. (2) The annuity has an annual benefit of 510 and it is issued as an im- mediate annuity ...- Authors: Samuel Cox, Yijia Lin
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Portfolio management - Finance & Investments
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Transcript-Session 5A: SOA Mortality and Longevity Research
way on the annuitant and pensioner side, you see different studies—the McClintock table in the late ... together was the 1941 Valuation Basic Table and CSO [Commissioners’ Standard Ordinary Table]. And today, when ...- Authors: Society of Actuaries
- Date: Sep 2017
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Experience Studies & Data>Mortality
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Longevity Risk Pricing
Longevity Risk Pricing Discussion of Living to 100 Session 5A. The papers presented propose ... planning and the secondary market in insurance. Individual annuities;Investment strategy;Longevity;Long-term ...- Authors: Michael Kaster
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Experience Studies & Data>Mortality; Long-term Care; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Retirement risks
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Mortality for Retired Federal Employees and Their Survivors
and mortality improvement trends, are shown in Table 1, for male and female separately. The experience ... later in this report. The experience data for Table 1 covers the period 1980 through 2000. Similar ...- Authors: Application Administrator
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Public sector plans
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The Distribution of Aggregate Life Insurance Claims
Association of Insurance Commissioners of the Valuation of Life Insurance Policies Model Regulation, commonly ... referred to as “Regulation XXX”, life insurance valuation actuaries gained the option to use their own company’s ...- Authors: Thomas Edwalds
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Life Insurance>Claims - Life Insurance; Modeling & Statistical Methods>Stochastic models
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2005 Living to 100 and Beyond Monograph: Analysis of Trends in the Age-Specific Shape of Mortality Curves for Populations in the United States and Japan
relate the age-specific mortality curves for individual calendar years by means of time-dependent variables ... both countries from life tables appropriate to individual calendar years are as follows: Probability ...- Authors: Richard A Humble, Christine E Dugan, Daniel Ryan, Hande Gulumser
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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Bayesian Bivariate Graduation and Forecasting
projections. Let there be K age groups in a life table. Suppose that for each age group a death rate ... ideas in the context of Bayesian clinical life table analysis. 110 -13- The Posterior Distributions ...- Authors: James C Hickman, Robert B Miller
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting
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Mortality Experience of Three Senior Populations
Mortality Experience of Three Senior Populations Presented at Living to 100 Symposium, ... implied by the Society of Actuaries' 2008 Valuation Basic Tables VBT. Life insurance;Mortality modeling;Population ...- Authors: Vincent Granieri
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Experience Studies & Data>Mortality