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A Value-Based Longevity Index for Hedging Retirement Income Portfolios
A Value-Based Longevity Index for Hedging Retirement Income Portfolios This is A Value-Based Longevity ... mortality evolution is adopted, along with a dynamic Nelson-Siegel model for the dynamics of interest ...- Authors: Jonathan Ziveyi, Michael Sherris, Andres Mauricio Villegas Ramirez
- Date: Oct 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography
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Quantification and Management of Longevity Risk in China
adapting the work of Zhou and Li (2017), produce a dynamic hedging strategy that is compatible with the demographic ... longevity risk in China. Section 4 presents the dynamic longevity hedging strategy we consider. Section ...- Authors: Siu-Hang Li, Wai Chan, Kenneth Zhou
- Date: Oct 2020
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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Trends in Life Expectancy and Lifespan Variation After Retirement Comments
Trends in Life Expectancy and Lifespan Variation After Retirement Comments These are the Discussant ... lifestyle conditions will change, thus requiring a dynamic analysis at regular intervals. In recognition ...- Authors: Sam Gutterman
- Date: Sep 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography
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Does Migration Result in Mortality Improvement: A Case Study in Taiwan
Migration and Numerical Analysis Migration is a dynamic process and it contains important and sometimes ... Therefore, it is very difficult to profile the dynamic migration and its influence on mortality rates ...- Authors: Yen-Wen chen , Ching-Syang Jack Yue ASA (Jack), Chih-Kai Chang
- Date: Sep 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography
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Understanding Multimorbidities
Understanding Multimorbidities ... inter- relationships among conditions implies a dynamic mortality and morbidity process, especially among ...- Date: Aug 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography
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Session 5B: What Is Different for Post-retirement ?
withdraw, [you can be] looking at things like dynamic withdrawal strategies, tax-optimizing your accounts ... take this much money, or I use this kind of dynamic withdrawal strategy, how likely is it that I’m ...- Authors: Society of Actuaries
- Date: Sep 2017
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Pensions & Retirement
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Capital Approach to Credit and Liquidity Spreads
Capital ... differs materially from best estimate. iii. A dynamic spread for parameter risk, the risk that the best ... static margin for current experience risk and a dynamic margin for parameter risk.- Authors: B John Manistre
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Capital management - ERM
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Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Development ... important to measure dynamic liquidity gaps. Liquidity gaps that are dynamic add the projected new ... accuracy of this model, it’s important to measure dynamic liquidity gaps.” 26 In conclusion ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy
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Risk Accounting: A Next Generation Risk Management System for Financial Institutions
outcome. Without a measure of risk exposure, and a dynamic mechanism for seeing it build up, we cannot take ... Pillars of Financial Services Firms and the Risk Dynamic n∑VaR XRU- ∑VaR X ∑RU Correlation Coefficient ...- Authors: Peter Hughes, Application Administrator
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Public Policy
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When to Commence Income Anniuities
When to Commence Income Anniuities 'This paper looks at the issue of the timing the commencement ... use the Annuity 2000 Basic Mortality Table with dynamic mortality improvement projection, recognizing ...- Authors: Jeffrey Dellinger
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Retirement risks
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Is Long-Term Care Social Insurance Affordable in Developed Countries?
disability rates and de- institutionalization: a dynamic that assumes positive trends and constant trends ... Care Share of GDP Country Dynamic Projection 2000 Dynamic Projection 2020 Constant Trends ...- Authors: Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Global Perspectives; Long-term Care>Public financing - Long-term Care
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Patterns of Aging-Related Changes on the Way to 100: An Approach to Studying Aging, Mortality and Longevity From Longitudinal Data
symposium, January 2011. This paper investigates dynamic properties of age trajectories of physiological ... during about 50 subsequent years of follow up. Dynamic simulation models;Health factors;Mortality modeling; ...- Authors: Anatoliy I Yashin, Konstantin G Arbeev, Svetlana V Ukraintseva, Igor Akushevich, Alexander Kulminski
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Health & Disability>Health risks
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Home Equity and At-Need Annuities—A Dynamic Long-Term Care Funding Duo
Home Equity and At-Need Annuities—A Dynamic Long-Term Care Funding Duo Discussant comments for the 2009 ... monograph paper, “Home Equity and At-Need Annuities—A Dynamic Long-Term Care Funding Duo”. The author finds that ...- Authors: Society of Actuaries
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Topics: Long-term Care; Public Policy
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Home Equity and At-Need Annuities—A Dynamic Long-Term Care Funding Duo
Home Equity and At-Need Annuities—A Dynamic Long-Term Care Funding Duo This paper describes the prevalence ...- Authors: Steve Cooperstein
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Topics: Long-term Care
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Home Equity and At-Need Annuities—A Dynamic Long-Term Care Funding Duo
Home Equity and At-Need Annuities—A Dynamic Long-Term Care Funding Duo Author’s response to discussant ... monograph paper, “Home Equity and At-Need Annuities—A Dynamic Long-Term Care Funding Duo”. The paper describes ...- Authors: Steve Cooperstein
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Topics: Long-term Care
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Home Equity and At-Need Annuities—A Dynamic Long-Term Care Funding Duo
Home Equity and At-Need Annuities—A Dynamic Long-Term Care Funding Duo Abstract for ... Annuities—A Dynamic Long-Term Care Funding Duo Abstract for “Home Equity and At-Need Annuities—A Dynamic Long-Term ...- Authors: Steve Cooperstein
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Topics: Long-term Care
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U.S. Health Care - Where to Look for Reform
U.S. Health Care - Where to Look for Reform Essay discussing cost, quality and access of healthcare ... agendas and consumer driven health care be as dynamic as a full-of-choice, entrepreneurial driven system ...- Authors: Sam Gutterman
- Date: Jun 2009
- Competency: External Forces & Industry Knowledge
- Topics: Economics; Health & Disability>Health care; Health & Disability>Health care quality; Health & Disability>Health insurance; Social Insurance>Medicaid; Social Insurance>Medicare
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Visions for the Future of the U.S. Health Care System
increases or decreases costs. Understanding this dynamic, tech companies are encouraged to bring new technologies ... relatively minor delay, covered by insurance. This dynamic creates an unchecked engine of medical advances ...- Authors: Society of Actuaries
- Date: Jun 2009
- Competency: External Forces & Industry Knowledge
- Topics: Health & Disability>Health care; Health & Disability>Health insurance; Public Policy; Public Policy
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Knowledge Management and Enterprise Risk Management Implementation in Financial Services
(Simmons, 2001). The implementation of ERM is a dynamic process, and the new ways of risk control identify ... optimize and to classify. The ERMIS requires a dynamic bridge between KM processes and ERM processes passing ...- Authors: John S Edwards, EDUARDO RODRIGUEZ
- Date: Apr 2009
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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Living to 100 and Beyond in Canada with Dignity
Living to 100 and Beyond in Canada with Dignity This paper argues that living longer with ... mortality, fertility and immigration, so there is a dynamic involved in the projections. The following Tables ...- Authors: Application Administrator
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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Session 2A: Demographic Implications of Aging Populations Internationally Q&A
Session 2A: Demographic Implications of Aging Populations Internationally Q&A Transcript ... any thought in India of how you would make it dynamic as opposed to running into problems occasionally ...- Authors: Society of Actuaries
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Demography; Global Perspectives
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The Fundamentals of Designing an Integrated Model of Financial Risk and Operational Risk within an Enterprise Risk Management Framework: Findings of an Empirical Study
exposed to a huge systemic risk because of a dynamic payment system but it is different in the ... network; stress testing; scenario analysis; dynamic financial analysis, etc.) are used, the data ...- Authors: MADHUSUDAN ACHARYYA
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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The Retirement Shares Plan - A Breakthrough in Retirement Plan Design
The Retirement Shares Plan - A Breakthrough in Retirement Plan Design This paper describes the features ... eases (sometimes referred to as a “soft” or “dynamic” freeze). A prospective‐only conversion ...- Authors: Donald Fuerst, Paul V Strella, Thomas C Cliffel
- Date: May 2006
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement
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Setting Up the Enterprise Risk Management Office
Setting Up the Enterprise Risk Management Office This paper examines the concept on an Enterprise ... rize the idea of an ERMO by illustrating its dynamic role in any large organization. The conce ...- Authors: Richard Gorvett, Vijendra Nambiar
- Date: Apr 2006
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Governance
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Property/Casualty Insurer Economic Capital Using a VaR Model
Property/Casualty Insurer Economic Capital Using a VaR Model The purpose of this paper is to build ... rom regulatory or rating agency formulas and dynamic financial analysis (DFA) models. 2. Back ...- Authors: Thomas P Conway, MARK DANIEL MCCLUSKEY
- Date: Apr 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM
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2005 Living to 100 and Beyond Monograph: Trajectories of Disability and Mortality among the U.S. Elderly Population - Evidence from the 1984-1999 NLTCS
2005 Living to 100 and Beyond Monograph: Trajectories of Disability and Mortality among the ... complete the analyses. This was done using a linear dynamic form for the covariate changes, as assumed in ...- Authors: P J Stallard
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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2005 Living to 100 and Beyond Monograph: IDL, the International Database on Longevity
2005 Living to 100 and Beyond Monograph: IDL, the International Database on Longevity This paper ... J Inst Actu 8:301-10. Manton, K.G. (1999). "Dynamic paradigms for human mortality and aging." J Gerontol ...- Authors: Jean Marie Robine, James W Vaupel
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
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2005 Living to 100 and Beyond Monograph: Implications of an Aging Population in India - Challenges and Opportunities
2005 Living to 100 and Beyond Monograph: Implications of an Aging Population in India - Challenges ... developed regions may face shortages of young and dynamic working people to sustain their economic growth ...- Authors: Prakash Bhattacharya
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity
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2005 Living to 100 and Beyond Monograph: Application of Mortality Models to Japan
2005 Living to 100 and Beyond Monograph: Application of Mortality Models to Japan Using the Japan ... research. The simulation model can incorporate dynamic processes of how we age and die, while the other ...- Authors: Masakazu Ozeki
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity
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Current Pension Actuarial Practice in Light of Financial Economics Symposium: Fixing the Pension Plan Funding Rules
Current Pension Actuarial Practice in Light of Financial Economics Symposium: Fixing the Pension Plan ... was tantamount to running in place. In any dynamic economy, there will be a certain percentage of ...- Authors: Edward E Burrows
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Funding
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Session 3: Mortality Laws and Models Session – Part II
Session 3: Mortality Laws and Models Session – Part II Presented at Living to 100 and Beyond symposium ... the Oldest Old' by Buettner and 'Using Dynamic Reliability in Estimating Mortality at Advanced ...- Authors: Natalia Gavrilova
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Global Perspectives
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Using Dynamic Reliability in Estimating Mortality at Advanced Ages
Using Dynamic Reliability in Estimating Mortality at Advanced Ages Using Taiwan Complete Life Tables ...- Authors: Fanny L F Lin
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity
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Session 1: Theory of Aging Session
Session 1: Theory of Aging Session Discussion of three papers presented at Living to 100 and ... ones. Stallard’s analysis reveals an underlying dynamic about mortality in the United States that could ...- Authors: S Jay Olshansky
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity
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Data Mining Techniques for Mortality at Advanced Age
reliability theory) about the nature of mortality, and dynamic theories of mortality in populations. The ... comparison of the methods. Similar to the dynamic models of mortality developed in last two decades ...- Authors: Lijia Guo, Morgan C Wang
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity
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Appointed Actuaries at Risk?
Appointed Actuaries at Risk? This article intends to provide some background on how and when the state ... One example is that some states adopted the dynamic maximum valuation interest rates for annuities ...- Authors: Shirley Hwei-Chung Shao
- Date: Oct 1999
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession; Financial Reporting & Accounting>Statutory accounting
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Economic Security for an Aging Canadian Population, Chapter 7: A Wealth-Transfer Model to Ensure Total Social Security Financing Stability
Economic Security for an Aging Canadian Population, Chapter 7: A Wealth-Transfer Model to ... The reason for this is that the economy is a dynamic system, and baby boomers will react to these economic ...- Authors: Robert Brown
- Date: Jun 1999
- Competency: External Forces & Industry Knowledge
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The Process of Premium Formulation
The Process of Premium Formulation This paper sets the task of pricing insurance products ... balanced. Premium formulation is necessarily a dynamic pro- cess. Experience must be monitored continuously ...- Authors: Robert Shapiro
- Date: Jan 1999
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance>Pricing - Life Insurance
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The Old-Age Crisis - Actuarial Opportunities - The 1996 Bowles Symposium, Chapter 6: The Proposals of the Advisory Council on Social Security - Not Only Undesirable but also Impossible of Enactment
The Old-Age Crisis - Actuarial Opportunities - The 1996 Bowles Symposium, Chapter 6: The Proposals ... (that is, the definition of "retirement age" is dynamic in the face of increasing longevity). Relevance ...- Authors: Robert J Myers
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge
- Topics: Social Insurance>Social Security