Description: The paper summarizes results from two doctoral dissertations. The first discusses integration of insurance products with investment products to mitigate the risk of outliving one’s assets. The second discusses modeling and pricing for the longevity risk in the secondary market in insurance, including a provision for adverse deviation PAD.

Description: Presented at Living to 100 symposium January 2002. This paper evaluates age and sex specific patterns of change in underlying and multiple cause of death reports for the period 1980-1998 for 14 leading causes of death at ages 65 and older. Changes in four types of mortality measures will be analyzed: 1 underlying cause death rates 2 multiple cause death rates 3 associated cause death rates and 4 death rates based on the joint occurrences of multiple cause conditions. Implications of the results are discussed in the context of existing models for analyzing and forecasting future mortality patterns in the U.S.

Description: Discussion of three papers presented at Living to 100 and Beyond symposium. Papers discussed: Paper by Ken Faig on how the Social Security Administration's Master Death File can be used as a resource to investigate mortality at later ages, paper by Kestenbaum and Ferguson on how to improve the quality of the information available on old age mortality, and paper by Gallop on older age mortality in the UK derived from public pension data.

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: Presented at Living to 100 Symposium, January 2011. This research studies coherent mortality modeling by combining a group of populations with similar period effects - e.g., mortality behaviors - in an effort to improve the stability of mortality modeling for older ages.

Description: This article focuses on the family as part of the lifetime security safety net. It looks at several issues, research and seniors' expectations.

Description: The Human Mortality Database is a unique open‐access collection of detailed mortality and population data for 38 countries.

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

Description: Presented at Living to 100 Symposium, January 2002. This paper is a first attempt to assess which group of mortality trajectories proposed by various researchers is confirmed by empirical data between the age of 110 and 115 years when the exponential trajectories on the one hand and the logistic or quadratic trajectories on the other hand have diverged sufficiently.

Description: The absract for the paper Increased Longevity and the Challenge of Determining qx at Extreme Ages, Part 2 - Coping with Longevity: The New German Annuity Valuation Table DAV 2004 R.