Description: This abstract describes a study that presents a hypothetical example of a UK term annuity firm and studies its solvency over the period 1985-2010 under various economic capital calculation approaches.

Description: This abstract describes a paper that considers the valuation of a guaranteed annuity option (GAO) under a generalized modeling set-up where both interest and mortality risks are stochastic and correlated.

Description: This abstract describes a paper that provides a framework for a joint analysis of financial and longevity guarantees and applies this framework to different annuity conversion options in deferred unit-linked annuities.

Description: This abstract describes a presentation that describes a simpler way of finding the variance of a deferred annuity.