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Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
of conditional heteroskedas- ticity. Reported in Table 1, the test results reject the null hypothesis that ... the estimates of θ, ω, a and b are reported in Table 2. The existence of conditional heteroskedasticity ...- Authors: Kenneth Zhou, Siu-Hang Li
- Date: Jul 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management
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Don't Forget the Role of Families in Lifetime Security
are age 50+ and analysis covers 1998 to 2010. Table 1 shows the percentage of households making transfers ... Role of Families in Lifetime Financial Security Table 1 Intrafamily Cash Transfers by Older American ...- Authors: Anna M Rappaport
- Date: Apr 2017
- Competency: Leadership>Thought leadership
- Topics: Demography>Gender factors; Demography>Longevity; Pensions & Retirement>Retirement risks; Pensions & Retirement>Risk management
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A Rapidly Changing Environment Gives Aging and Retirement Research a Lot to Do
Post-Retirement Needs and Risks: Focus is primarily on the individual and on the years after retirement. Projects are ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: Anna M Rappaport
- Date: Oct 2023
- Competency: External Forces & Industry Knowledge
- Publication Name: Retirement Section News
- Topics: Demography; Demography>Mortality - Demography; Demography>Gender factors; Demography>Longevity; Pensions & Retirement; Pensions & Retirement>Retirement risks; Pensions & Retirement>Risk management