Description: The abstract for the paper Trajectories of Disability and Mortality Among the U.S. Elderly Population: Evidence from the 1984-1999 NLTCS.

Description: This abstract describes a paper that investigates important drivers of retirement age mortality using the U.S. health and retirement study.

Description: This is the abstract of the presentation that shows results obtained from a mortality study based on Canadian pensioners data available from records of the Canada Pension Plan and Quebec Pension Plan as of December 31st, 2008. From Actuarial Research Clearing House, 2011.

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: The results of a mortality study for Canadian pensioners are presented. From Actuarial Research Clearing House, January 2000, Volume 1.

Description: The abstract for the paper Increased Longevity and the Challenge of Determining qx at Extreme Ages, Part 1 - Bending and Ending the Mortality Table.

Description: Development of annuities markets is a critical element of any private system. In Mexico, when the new pension regimen came into existence in 1997, the Mexican Institute of Social Security [IMSS] was supposed to buy a single premium annuity for all the people who become eligible under the new regime. Disability pensions represent 37% of total pensions sold up to date. Mortality of disables show substantial differences against the mortality table use to compute the annuity. Most of the differences can be explained by looking at the disability causes. Using information for social security for 2001 and 2002, regarding mortality and disability, this is the abstract of a paper that presents the main causes of disability among disables and the main causes of mortality of those disables who died in their first and second year of disability. The analysis of those cases apart from explaining the important differences between the expected mortality and the observed mortality during the first two years of disability, also explains some of the latter changes in the operational rules of IMSS.

Description: This paper discusses the key forces likely to influence U.K. mortality in the 21st century, and describes the methodology and assumptions used in the latest projections of U.K. mortality. The paper also describes recent tables of mortality rates published by the Continuous Mortality Investigation, based on the experience of people taking out insurance contracts and the approaches taken to projecting these.

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: Mexico substituted its defined benefit system [IMSS] of the formal sector by a defined contribution system in 1997. The initial plan called for buying single premium annuities for the widows and disabled workers under the new system. In the first three years, this market came to occupy a significant part of the insurance sector. Then, the number of workers getting benefits started to fall dramatically. This is the abstract of a paper that shows that such a fall has been a direct result of how the IMSS authorizes the issuance of single premium annuities. The paper analyses the rationale behind such a dramatic change in policy, analyzes various possible scenarios of IMSS strategies, and examines the problem to see if it brings in any long-term benefits to IMSS.