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  • Longevity Risk Pricing Q&A
    Longevity Risk Pricing Q&A Transcript of the Q&A period from Session 5A. The paper presented proposes a new method to price the longevity risk premia in order to tackle the pricing ...

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    • Authors: Society of Actuaries
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Annuities; Experience Studies & Data>Mortality; Long-term Care; Pensions & Retirement>Retirement risks
  • Revisiting Pension Actuarial Science: A Five-Part Series – Part 1, Fair Value of the Liability – The Contractual Benefit Obligation
    Revisiting Pension Actuarial Science: A Five-Part Series – Part 1, Fair Value of the Liability – The Contractual Benefit Obligation Part 1 proposes solutions to the first of three flaws of the ...

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    • Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Annuities; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management