Description: This paper proposes a new method to price the longevity risk premia in order to tackle the pricing obstacle. Based on the equivalent utility pricing principle, our method obtains the minimum risk premium required by the longevity insurance seller and the maximum acceptable risk premium by the longevity insurance buyer.

Description: This article describes techniques and models used to forecast mortality improvement and the considerations that underlie long-term mortality improvement projections in the United States.

Description: This article talks about longevity risk and reinsurance and its global challenges.

Description: The Society of Actuaries’ Pension Section has completed a research effort exploring the value of longevity pooling and its implications.

Description: The Society of Actuaries’ Pension Section has completed a research effort exploring the value of longevity pooling and its implications.

Description: This article describes some of the drawbacks to the assessment of longevity risk adopted by most practitioners within the UK together with an initiative that provides a platform for an alternative approach that is both (a) more forward-looking in nature and (b) can complement current practices.

Description: 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 with respect to mean absolute percentage error or mean square error. We also apply the proposed age-shift model to the mortality rates of these four countries to evaluate the longevity risk in annuity products by measuring life expectancy.

Description: A Discussion of why female mortality is higher than male mortality at higher ages.

Description: This report discusses drivers of U.S. mortality improvement for the short and long term.

Description: This is the General Session V transcript on the Nitty Gritty of Human Morality Database from the January 4-6, 2017 Living to 100 Symposium in Orlando