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Session 124: Private Pension Mortality Study
Session 124: Private Pension Mortality Study This session will highlight the mortality experience of a large set of private pension plans in the United States for experience years 2010-2014.- Authors: David Driscoll, Timothy Geddes, Patrick Nolan
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Annuities>Group plans - Annuities; Pensions & Retirement; Pensions & Retirement>Defined benefit plans
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A Two-decrement Model for the Valuation and Risk Measurement
A Two-decrement Model for the Valuation and Risk Measurement This presentation develops an integrated approach that addresses simultaneously guaranteed annuity option (GAO)’s pricing and capital ...- Authors: YIXING ZHAO, ROGEMAR SOMBONG MAMON, Huan Gao
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods