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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 ...
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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.
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- Authors: Jochen Russ, Katja Schilling
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities

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Risk analysis of annuity conversion options in a stochastic mortality environment