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Economic Capital: A Case Study to Analyze Longevity Risk
Longevity Risk In this article, the author discusses the capital shortfall an insurer faces because of the ... the longevity risk on immediate annuities. Annuity reserves;Assumptions;Economic capital;Principles-based ...- Authors: Stuart Silverman
- Date: Sep 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Payout annuities; Enterprise Risk Management