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Annuity Valuation with Dependent Mortality
Dependent Mortality This paper investigates the use of models of dependent mortality for determining annuity ... annuity values. We discuss a broad class of parametric models using a bivariate survivorship function called ...- 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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Research Studies Multiple Lives Dependency Risk In Annuities
Summary of the SOA's Annuity Valuation with Dependent Mortality research report which examines the standard ... standard industry practice of assuming independent lives for insurance products that cover multiple lives ...- Authors: Jacques F Carriere, Edward Frees
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Annuities>Pricing - Annuities