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  • Longevity Risk Pricing
    Longevity Risk Pricing This paper proposes a new method to price the longevity risk premia in ... Annuity valuation;Longevity;Long-term care insurance=LTCI;Long-term care reinsurance;Risk modeling; 8679 ...

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    • Authors: Jiajia Cui
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Demography>Longevity; Health & Disability>Health risks; Reinsurance>Financial reinsurance; Reinsurance>Pricing - Reinsurance
  • Discarding Risk Avoidance and Embracing Risk Optimization: Managing Reinsurance Credit Risk
    that the reinsurer will pay its obligations. Primary companies typically require reinsurers to collateralize ... strength. Moreover, this approach could provide a primary company with powerful information to show to a ...

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    • Authors: Neil M Bodoff
    • Date: Jan 2011
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Reinsurance>Financial reinsurance