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Managing Retirement Assets Symposium: Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity
(SSA AS 107) 1900, Age Nearest, Male 36.8% 57% 26% 17% US (SSA AS 107) 1910, Age Nearest, Male 36.8% 58% ... 69% 19% 12% 5 Female Cohort 1890 33.5% 72% 17% 11% Female Cohort 1900 32.9% 75% 16% 9% Notice ...- Authors: Kim Balls
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Individual annuities; Annuities>Pricing - Annuities
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Annuity Valuation with Dependent Mortality
> b. In this case, we have/~*= 1 and Prob(2 ~ = 17 I T t>0,T2>0) = 1 -Hl (b , b) . (5.2) Combining ... Journal of the American Statistical Association 87, 17-24. Jagger, C. and Sutton, C.J., 1991, Death after ...- 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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A Study of the Lee-Carter Model with Age-Shifts
Britain) 5. Conclusions and Discussions 17 The Lee-Carter model has received significant attention ... Mortality Investigation Bureau. 1999. Report number 17, Institute and Faculty of Actuaries. Continuous ...- Authors: Ching-Syang Jack Yue, HONG-CHIH HUANG, Sharon Yang
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Demography>Longevity; Experience Studies & Data>Mortality; Global Perspectives; Pensions & Retirement>Retirement risks
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Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing
corresponds to the Kobe (Great Hanshin) earthquake of Jan. 17, 1995. In prefecture Okinawa, the residents enjoyed ... multiplied by 100, in order to keep 2 decimal places. 17 risks. When one reaches retirement, an optimal ...- Authors: Steven Haberman, Han Lin Shang
- Date: Jul 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Pricing - Annuities
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Certain Limits in the Theory of Annuities
Certain Limits in the Theory of Annuities The article provides a complete and rigorous analysis based on calculus ... i d.. - - - - 8n - -1 ~-~ - - 8n- - I m '17], m Note that the sum telescopes to ((1 + z)'~ ...- Authors: Constantine Georgakis
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Risk measurement - Finance & Investments
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Mortality Compression and Longevity Risk
Mortality Compression and Longevity Risk Presented at the Living to 100 Symposium, January 2011. ... Continuous Mortality Investigation Report No. 17(1999), Institute of Actuaries and Faculty of Actuaries ...- Authors: Ching-Syang Jack Yue
- Date: Jan 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Pricing - Annuities; Demography>Longevity; Global Perspectives
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Excess Spread Approach toPricing and Valuing SPDAs
Excess Spread Approach toPricing and Valuing SPDAs Interest sensitive products including SPDAs can be thought of as spread ... 63 74 102 85 35 58 0 0 +63 +ll +28 -17 -50 +23 2.6 2.6 2.7 2.6 2.6 2.7 2.7 2 ...- Authors: Mark Griffin
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Pricing - Annuities; Enterprise Risk Management