Add to ORKGThis paper provides a comparative study of simulation strategies for assessing risk in mortality rate predictions and associated estimates of life expectancy and annuity values in both period and cohort frameworks
Natural hedging is one possible method to reduce longevity risk exposure for an annuity provider or ...
This thesis aims to investigate the effect oflongevity risk in the context of life annuities. It dev...
In this paper, we propose a procedure for reducing the uncertainty in mortality projections, on the...
Life insurance companies deal with two fundamental types of risks when issuing annuity contracts: fi...
Life insurance companies deal with two fundamental types of risks when issuing annuity contracts: fi...
An enhanced version of the Lee–Carter modelling approach to mortality forecasting, which has been ex...
In this paper, we develop accurate approximations for medians of life expectancy and life annuity pu...
Within the life insurance framework, internal models have to be outlined both for Solvency Capital R...
We compare quantitatively six simulation strategies for mortality projection with the Poisson Lee–Ca...
The ability to produce accurate mortality forecasts, accompanied by a set of representative uncertai...
This paper aims to provide accurate approximations for the quantiles of the conditional expected pre...
Underwriters of annuity products and administrators of defined-benefit pension plans with periodic p...
Life insurers, pension funds, health care providers and social security institutions face increasing...
International audienceThe aim of this paper is to study the construction of prospective mortality ta...
We investigate the feasibility of defining, modelling and projecting of (scaled) mortality improveme...
Natural hedging is one possible method to reduce longevity risk exposure for an annuity provider or ...
This thesis aims to investigate the effect oflongevity risk in the context of life annuities. It dev...
In this paper, we propose a procedure for reducing the uncertainty in mortality projections, on the...
Life insurance companies deal with two fundamental types of risks when issuing annuity contracts: fi...
Life insurance companies deal with two fundamental types of risks when issuing annuity contracts: fi...
An enhanced version of the Lee–Carter modelling approach to mortality forecasting, which has been ex...
In this paper, we develop accurate approximations for medians of life expectancy and life annuity pu...
Within the life insurance framework, internal models have to be outlined both for Solvency Capital R...
We compare quantitatively six simulation strategies for mortality projection with the Poisson Lee–Ca...
The ability to produce accurate mortality forecasts, accompanied by a set of representative uncertai...
This paper aims to provide accurate approximations for the quantiles of the conditional expected pre...
Underwriters of annuity products and administrators of defined-benefit pension plans with periodic p...
Life insurers, pension funds, health care providers and social security institutions face increasing...
International audienceThe aim of this paper is to study the construction of prospective mortality ta...
We investigate the feasibility of defining, modelling and projecting of (scaled) mortality improveme...
Natural hedging is one possible method to reduce longevity risk exposure for an annuity provider or ...
This thesis aims to investigate the effect oflongevity risk in the context of life annuities. It dev...
In this paper, we propose a procedure for reducing the uncertainty in mortality projections, on the...