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How to Price Longevity Swaps
How to Price Longevity Swaps Pricing longevity swap reinsurance transactions consists of a number of different actuarial tasks, each of which hides potential pitfalls. The article outlines the ...- Authors: Kai Kaufhold
- Date: Oct 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Reinsurance News
- Topics: Demography>Longevity; Experience Studies & Data>Mortality; Pensions & Retirement>Assumptions and methods; Reinsurance>Life reinsurance; Reinsurance>Pricing - Reinsurance
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The 1962 RRB Female Mortality and Remarriage Tables
The 1962 RRB Female Mortality and Remarriage Tables This paper gives the new Railroad Retirement Board standards, called the '1962 RRB Mortality Table for Women' and the '1962 ...- Authors: James L Cowen
- Date: Apr 1965
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Public sector plans
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RPH-2006 Mortality Rates
RPH-2006 Mortality Rates The RP-2006 and RPH-2006 Mortality Tables were created from the same data as the RP-2014 and RPH-2014 tables, but with rates as of the central year of 2006. Mortality ...- Authors: Society of Actuaries
- Date: Jul 2018
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Private sector plans
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On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling This paper develops the binomial version of the Lee-Carter model and ...- Authors: Steven Haberman, Arthur Renshaw
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks
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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 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
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Mortality Improvement Scale MP-2018
Mortality Improvement Scale MP-2018 This annual update to the RPEC_2014 model and corresponding mortality improvement scales reflects historical U.S. population mortality experience through 2016.- Authors: Society of Actuaries
- Date: Oct 2018
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Defined benefit plans
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RPEC_O2_v2018 Model Implementation Tool
RPEC_O2_v2018 Model Implementation Tool Based on work performed by Bob Howard, a former member of RPEC, the SOA developed a spreadsheet-based program that allows users to create a customized ...- Authors: Society of Actuaries
- Date: Oct 2018
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Defined benefit plans
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Fitting UK and US Mortality Projection Models to Each Other's Data
Fitting UK and US Mortality Projection Models to Each Other's Data This paper compares two mortality projection models – the latest version of the CMI Mortality Projections Model and the ...- Authors: Jon Palin
- Date: Jan 2023
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data; Experience Studies & Data>Mortality; Pensions & Retirement
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1976 Report of The Committee on Self-Administered Retirement Plans - Mortality Among Pensioners and Some Nonretired Experience
1976 Report of The Committee on Self-Administered Retirement Plans - Mortality Among Pensioners and Some Nonretired Experience This report covers mortality among pensioners along with some some ...- Authors: Society of Actuaries
- Date: Jan 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement
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Mortality Improvement Scale BB Q&A
Mortality Improvement Scale BB Q&A The Q&A’s contain additional background information on the development, application and impact of Scale BB. Scale BB was introduced in March 2012 ...- Authors: Society of Actuaries
- Date: Sep 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement