1
-
4
of
4
results (0.94 seconds)
Sort By:
-
Natural Hedging of Life and Annuity Mortality Risks
static process. Dynamic natural hedging is required for new life or annuity business. Dynamic natural hedging ... even if an insurer is keenly interested in the dynamic natural hedging, whether it can sell ad- equate ...- Authors: Samuel Cox, Yijia Lin
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Portfolio management - Finance & Investments
-
Securitization of Mortality Risks in Life Annuities
Securitization of Mortality Risks in Life Annuities Securitization of mortality risks is ... traditional reinsurance. The longevity risk is a dynamic phenomenon. Life expectancy through- out the world ...- Authors: Samuel Cox, Yijia Lin
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Investment strategy - Finance & Investments
-
Bounds for Ruin Probabilities and Value at Risk
Implications of security market data for models of dynamic economies. Journal of Political Economy, 99(2):225–262 ... Review, 49(1):52–64, 2007. J. Yu and Y. Lin. Dynamic capabilities in volatile environments: Evidence ...- Authors: Samuel Cox, Ruilin Tian, Luis F Zuluaga, Yijia Lin
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
-
Managing Retirement Assets Symposium: Securitization of Mortality Risks in Life Annuities
Managing Retirement Assets Symposium: Securitization of Mortality Risks in Life Annuities The purpose ... greatest concern. The longevity risk is a dynamic phenomenon. Life expectancy throughout the world ...- 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