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Natural Hedging of Life and Annuity Mortality Risks
Natural Hedging of ... 65 1. 00 36 0. 05 84 0. 77 16 0. 99 79 1. 17 21 re sa n n A nn ui ty re se rv ec 3, 18 ... IO Lo g(( res lif e+ 1)/ res an n) - 0. 53 17 3. 40 88 - 23 .8 61 9 0. 01 08 10 .3 16 2 ...- 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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Modeling Mortality Risk from Exposure to a Potential Future Extreme Event and Its Impact on Life Insurance
northwestern Turkey at 3:02 local time on August 17, 1999, and lasted for 45 seconds (Sansal, 2003). ... or ( ) ( ) ( )[ ]ξξξτ −−+=+ tHtxstxs exp,;* . (17) Similarly, , the number of people surviving age ...- Authors: Samuel Cox, Yungui Hu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Life Insurance
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Securitization of Mortality Risks in Life Annuities
improvement. The GAM Experience Reports [13, 14, 15, 16, 17, 18, 19, 20, 21] describe the mortality improvement ... SECURITIZATION OF MORTALITY RISKS IN LIFE ANNUITIES 17 350,000 450,000 550,000 650,000 750,000 850 ...- 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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Managing Retirement Assets Symposium: Securitization of Mortality Risks in Life Annuities
Managing Retirement Assets Symposium: Securitization of Mortality Risks in Life Annuities The purpose ... securitization. Reinsurance Section News 44: 15-17. Buettner, T. 2002. Approaches and experiences ...- 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