11
-
20
of
28
results (0.41 seconds)
Sort By:
-
Mortality Improvement in the United States: Analysis, Projections and Extreme Scenarios
Mortality Improvement in the United States: Analysis, Projections and Extreme Scenarios Presented at Living to 100 Symposium, January 2011. This paper examines the trends of mortality ...- Authors: Joseph Lu, Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Group plans - Annuities; Annuities>Reserves - Annuities; Demography>Mortality - Demography
-
Managing Retirement Assets Symposium: Securitization of Mortality Risks in Life Annuities
Managing Retirement Assets Symposium: Securitization of Mortality Risks in Life Annuities The purpose of this paper is to study mortality-based securities, such as mortality bonds and swaps, and ...- Authors: Samuel Cox, Yijia Lin
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Individual annuities; Pensions & Retirement>Defined benefit plans
-
Managing Retirement Assets Symposium: Managing Longevity Risk in U.S. Retirement Plans
Managing Retirement Assets Symposium: Managing Longevity Risk in U.S. Retirement Plans This paper suggests a possible framework for the mandatory annuitization of U.S. retirement savings, ...- Authors: Beverly Orth
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Individual annuities; Pensions & Retirement>Retirement risks; Pensions & Retirement>Risk management
-
Managing Retirement Assets Symposium: Putting Annuities Back Into Savings Plans
Managing Retirement Assets Symposium: Putting Annuities Back Into Savings Plans This paper explains how legal reforms related to annuities have decreased the popularity of annuities among plan ...- Authors: Pamela Perun
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Individual annuities; Pensions & Retirement>Retirement risks
-
Managing Retirement Assets Symposium: Merging Asset Allocation and Longevity Insurance - An Optimal Perspective on Payout Annuities
Managing Retirement Assets Symposium: Merging Asset Allocation and Longevity Insurance - An Optimal Perspective on Payout Annuities This paper reviews the need for longevity insurance during ...- Authors: Moshe Arye Milevsky, Peng Chen
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Payout annuities
-
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 and deal with the problem of parameters. The proposed method attains smaller estimation errors ...- 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
-
Annuity Valuation with Dependent Mortality
Annuity Valuation with Dependent Mortality This paper investigates the use of models of dependent mortality for determining annuity values. We discuss a broad class of parametric models using a ...- 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
-
Rethinking Fixed Deferred Annuities: Applying a Risk-Based Economic Value Approach
Rethinking Fixed Deferred Annuities: Applying a Risk-Based Economic Value Approach Actuaries have traditionally recognized the links between risk and value, and in recent years have begun to ...- Authors: Dominique Lebel, Noel Harewood, Mark Scanlon
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Annuities>Fixed annuities; Finance & Investments>Economic value
-
Implementing Risk Appetite for Variable Annuities
Implementing Risk Appetite for Variable Annuities 2011 Enterprise Risk Management Symposium, Chicago. This paper starts by defining and discussing the nature of risk and its primary ...- Authors: Nicholas Jacobi
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Risk appetite
-
Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture
Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture This paper builds a model that quantifies the natural hedging benefits of a portfolio of both variable ...- Authors: Guanghua Cao
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management