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Modeling Mortality Risk from Exposure to a Potential Future Extreme Event and Its Impact on Life Insurance
Modeling Mortality Risk from Exposure to a Potential Future Extreme Event and Its Impact on Life Insurance This paper presents the modeling of mortality risk from exposure to a potential future ...- 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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Annuity Valuation with Dependent Mortality
Annuity Valuation with Dependent Mortality This paper investigates the use of models of dependent mortality for determining annuity values. We discuss a broad class of parametric models using a ...- 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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The Uniform Distribution of Deaths Assumption and Probability Theory
The Uniform Distribution of Deaths Assumption and Probability Theory The purpose of this note is to show how certain formulas of life contingencies can be derived almost painlessly under the ...- Authors: Hans U Gerber, Donald A Jones
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Securitization of Mortality Risks in Life Annuities
Securitization of Mortality Risks in Life Annuities Securitization of mortality risks is an alternative risk management tool that may have some advantages over reinsurance. The purpose of this ...- 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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Recurrence Relations in Life Contingencies
Recurrence Relations in Life Contingencies Recurrence relations arise naturally in life contingencies for 2 reasons - the aggregate law of mortality, which relates the distribution of the future ...- Authors: Nariankadu Shyamalkumar
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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Natural Hedging of Life and Annuity Mortality Risks
Natural Hedging of Life and Annuity Mortality Risks The values of life insurance and annuity liabilities move in opposite directions in response to a change in the underlying mortality. Natural ...- 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