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Securitization of Mortality Risks in Life Annuities
Securitization of Mortality Risks in Life Annuities Securitization of mortality risks is an alternative ... this paper is to study mortality-based securities, such as swaps and mortality bonds, and to price the ...- 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
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Natural Hedging of Life and Annuity Mortality Risks
Natural Hedging of Life and Annuity Mortality Risks The values of life insurance and annuity liabilities ... directions in response to a change in the underlying mortality. Natural hedging utilizes this to stabilize aggregate ...- 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
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Managing Retirement Assets Symposium: Securitization of Mortality Risks in Life Annuities
Securitization of Mortality Risks in Life Annuities The purpose of this paper is to study mortality-based securities ... securities, such as mortality bonds and swaps, and to price the proposed mortality securities. The focus ...- 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
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Obesity and its Relation to Mortality Costs
Obesity and its Relation to Mortality Costs This is a final report to estimate the total economic cost ... of economic productivity resulting from excess mortality and disability. The Society of Actuaries breaks ...- Authors: Donald Behan, Samuel Cox, Jeffrey S Pai, Hal Warren Pedersen, Ming Yi, Yijia Lin
- Date: Dec 2010
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality
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Bounds for Ruin Probabilities and Value at Risk
amounting $40.2 billion (Yu and Lin, 2007). As for mortality risks, a recent example of unanticipated catastrophe ... Lin, and Wang, 2006). The excess population mortality death rate is even higher for Sri Lanka, about ...- 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
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Annuity Lapse Rate Modeling: Tobit or Logit by Dr. Sam Cox and Yijia Lin
problem, we drop the unemployment variable. We report the coefficients (also marginal effects) of ordinary ... , New Jersey, 4th edition, 2000. Changki Kim. Report to the policyholder behavior in the tail subgroups ...- Authors: Samuel Cox, Yijia Lin
- Date: Nov 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities