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Risk analysis of annuity conversion options in a stochastic mortality environment
Risk analysis of annuity conversion options in a stochastic mortality environment This abstract describes a paper that provides a framework for a joint analysis of financial and longevity ...- Authors: Jochen Russ, Katja Schilling
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities
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A Comonotonicity-based Valuation Method for Annuity-linked Contracts
A Comonotonicity-based Valuation Method for Annuity-linked Contracts This abstract describes a paper that considers the valuation of a guaranteed annuity option (GAO) under a generalized modeling ...- Authors: Xiaoming Liu, Huan Gao, ROGEMAR SOMBONG MAMON
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities
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Economic capital approaches and solvency of UK annuity portfolios
Economic capital approaches and solvency of UK annuity portfolios This abstract describes a study that presents a hypothetical example of a UK term annuity firm and studies its solvency over the ...- Authors: Mayukh Gayen
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities
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Variance of a Single Deferred Annuity - A Simpler Way
Variance of a Single Deferred Annuity - A Simpler Way This abstract describes a presentation that describes a simpler way of finding the variance of a deferred annuity. annuities;deferred ...- Authors: Claire Bilodeau
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities