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Securitization of Mortality Risks in Life Annuities
the financial market is much larger than that of primary insurance and reinsurance industries. The bond ... frequently may pose higher transac- tion costs on the primary annuity insurer than those of securitization. Mitchell ...- 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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Annuity Valuation with Dependent Mortality
probabilities for more than two annuitants can be done by direct extensions of the methods of this paper. We focus ... where X and Y represent the ages at death of the primary and secondary annuitant, respectively. In joint ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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Recurrence Relations in Life Contingencies
mδ(·) = ν mδ(·) = ν n→ ∞ n→ ∞ n→ ∞ n→ ∞ Primary Relationships Figure 3 Term Insurances The four ... column. The top two recurrences are designated as primary relationships as the others can be derived starting ...- Authors: Nariankadu Shyamalkumar
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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Bayesian Bivariate Graduation and Forecasting
interpretation. Kimeldorf and Jones (1967), using a direct Bayesian argument, proposed using nonsingular ... two-directional smoothing technique based on a direct extension of Whittaker's objective function, ...- Authors: James C Hickman, Robert B Miller
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting
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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 ... goods, mean- ing that the price variable is a primary source of competition among in- surance industry ...- 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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A Comprehensive Analysis of the Patterns of Worldwide Mortality Evolution
A Comprehensive Analysis of the Patterns of Worldwide Mortality Evolution We employ a framework ... (e.g., the country’s social structure or health care system). Moreover, supra-regional or even global ...- Authors: Martin Genz
- Date: Jul 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography; Experience Studies & Data>Mortality