| ERM Resource |
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Variable Annuities |
Basis RiskInterest Rate RiskLapse RiskLongevity RiskNo categoryVariable Annuities; Dynamic Hedging; Static Hedging; Pensions; Drawdown; Guaranteed;
Death; Accumulation; Income; Withdrawal; Living; Benefits; GMxB; GMAB; GMDB;
GMIB; GMWB; GMLB |
| ERM Resource |
|
On the Pricing of Longevity-Linked Securities |
annuitylongevityLongevity RiskNo categorypricing |
| ERM Resource |
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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 |
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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 |
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Longevity Swaps: An Effective, Innovative Way To Manage The Longevity Risk Impact Of Solvency II |
longevityLongevity RiskRisk Management Tools and TechniquessecuritisationSolvency IIswaps |
| 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 |
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A partial internal model for longevity risk |
Danish longevity
benchmarkLongevity Risklongevity stressmodelMortalityRisk Management Tools and TechniquesSolvency 2systematic and unsystematic risk |