Content type Date Title Tags
ERM Resource Annuity Decisions with Systematic Longevity Risk Asset allocationLife annuitiesLongevity RiskLongevity riskMarket price of longevity riskNo categoryOptimal annuitization age.Optimal life-cycle portfolio choice
ERM Resource Longevity Risk and Annuity Pricing with the Lee-Carter Model Longevity RiskLongevity Risk; Lee-Carter; Mortality Projections; Smoothing; Model Risk; AnnuitiesNo category
ERM Resource Longevity and disability risk analysis in enhanced life annuities Demographic risksLong Term Care coversLongevity RiskNo categoryrisk reserverisk-based solvency requirementsstop-loss reinsurance.
ERM Resource Merging Asset Allocation and Longevity Insurance: An Optimal Perspective on Payout Annuities allocationannuityassetlongevityLongevity RiskmarkowitzNo category
ERM Resource Securitization of longevity risk using percentile tranche methods Longevity RiskLongevity RisksNo categoryPercentile Tranches.risk transfersecuritizationSurvivor Bonds
ERM Resource Longevity Risk and Private Pensions Demographic forecast; mortality and life expectancy; life tables; longevity riskhistogramsLongevity Riskretirement; private pensions; defined-benefit pension plans; Lee-Carter models; Monte Carlo methodsRisk Management Tools and Techniques
ERM Resource Longevity Insurance: A Missing Market Annuity; Retirement; Pension; Longevity RiskLongevity RiskNo categorysecuritisation
ERM Resource Longevity risk management in Singapore's national pension system adverse selectioncrowd outDefined ContributionLongevity Riskmoneys worthNo categorypayout annuitypensionpublic provisionretirement income
ERM Resource Understanding, modeling and managing longevity risk: key issues and main challenges incomplete marketLife Insurancelong term interest rateLongevity RiskLongevity riskPensionspopulation dynamics.regulationRisk Management Tools and Techniquesrisk transfersecuritizationstochasticmortality
ERM Resource Longevity Risk Quantification and Management: A Review of Relevant Literature Literature ReviewlongevityLongevity RiskNo category
ERM Resource Longevity Risk Pricing longevityLongevity RiskNo categoryrisk premium
ERM Resource Longevity Swaps: An Effective, Innovative Way To Manage The Longevity Risk Impact Of Solvency II longevityLongevity RiskRisk Management Tools and TechniquessecuritisationSolvency IIswaps
ERM Resource A partial internal model for longevity risk Danish longevity benchmarkLongevity Risklongevity stressmodelMortalityRisk Management Tools and TechniquesSolvency 2systematic and unsystematic risk
ERM Resource Longevity Catalysts catalystslongevityLongevity RiskNo category
ERM Resource Longevity Bulletin. Issue 03 longevityLongevity RiskNo categoryvariation. Life expectancy