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Managing Retirement Assets Symposium: Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity
Managing Retirement Assets Symposium: Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity ... develops a model of annuity mortality that facilitates a more thorough evaluation of the issues of policyholder ...- Authors: Kim Balls
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Individual annuities; Annuities>Pricing - Annuities
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Certain Limits in the Theory of Annuities
Limits in the Theory of Annuities The article provides a complete and rigorous analysis based on calculus ... calculus for the topics in the theory of compound interest: the monotone convergence properties of the rates ...- Authors: Constantine Georgakis
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Risk measurement - Finance & Investments
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A Study of the Lee-Carter Model with Age-Shifts
A Study of the Lee-Carter Model with Age-Shifts We propose an age-shift model to modify the LC model ... model and deal with the problem of parameters. The proposed method attains smaller estimation errors with ...- Authors: Ching-Syang Jack Yue, HONG-CHIH HUANG, Sharon Yang
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Demography>Longevity; Experience Studies & Data>Mortality; Global Perspectives; Pensions & Retirement>Retirement risks
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Mortality Compression and Longevity Risk
Mortality Compression and Longevity Risk Presented at the Living to 100 Symposium, January 2011. ... examining the basic properties of survival curves. Specifically, the author checks for signs of mortality ...- Authors: Ching-Syang Jack Yue
- Date: Jan 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Pricing - Annuities; Demography>Longevity; Global Perspectives
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Annuity Valuation with Dependent Mortality
Dependent Mortality This paper investigates the use of models of dependent mortality for determining annuity ... annuity values. We discuss a broad class of parametric models using a bivariate survivorship function called ...- 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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Excess Spread Approach toPricing and Valuing SPDAs
can be thought of as spread lending business. The purpose of the paper is to introduce the excess spread ... measuring the profitability of nonparticipating insurance products. The article describes how the excess ...- Authors: Mark Griffin
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Pricing - Annuities; Enterprise Risk Management
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Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing
Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing ... series forecasting methods to produce point forecasts of mortality rates at older ages and price fixed-term ...- Authors: Steven Haberman, Han Lin Shang
- Date: Jul 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Pricing - Annuities