Description: This is the abstract for the paper on optimal reversible annuities to minimize the probability of lifetime ruin.

Description: This is the abstract for the presentation on disability income insurance in a declining life expectancy. The impact of H.I.V. in Sub-Saharan Africa.

Description: This abstract describes a paper that introduces a bivariate compound loss model describing the aggregate losses from two lines of insurance businesses.

Description: This abstract describes a paper that develops a Lorenz curve and Gini index that can cope with adverse selection and measure potential profit.

Description: This abstract describes a paper that develops a risk-neutral valuation methodology that takes different tax structures into consideration and applies it to a simplified withdrawal guarantee as well as a representative empirical Variable Annuity contract.

Description: This abstract describes a paper that considers the Guaranteed Minimum Withdrawal Benefits (GMWB) variable annuity rider under a static withdrawal strategy but allowing for early surrenders.

Description: This abstract describes work that revisits the optimal portfolio model in a financial market with a riskless bond, a risky asset, and commutable life annuities.

Description: This abstract describes a paper that assesses the optimal manner to collapse a factor with many levels into one with a smaller number of levels.

Description: The abstract for a paper talks about the risks of defined benefit and defined contribution plans.

Description: The abstract for a paper that focuses on when and how we retire.