ERM Resource |
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Merging Asset Allocation and Longevity Insurance: An Optimal Perspective on Payout Annuities |
allocationannuityassetlongevityLongevity RiskmarkowitzNo category |
ERM Resource |
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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 |
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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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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 |
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Overview of Longevity De-Risking and Longevity Risk Capital |
deriskinglongevityLongevity RiskNo categorysecutitisation |
ERM Resource |
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Using Housing Wealth To Fund Long Term Care |
equity releaselong term careLongevity RiskNo categorypublic-private partnershipsecuritisationsocially responsible investment |
ERM Resource |
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Mortality Improvement and Longevity Risk: Implication for Insurance Company in China |
Insurance RiskLongevity RiskLongevity riskMortality ImprovementMortality RiskNo category |
ERM Resource |
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Fair Valuation of Life Insurance Liabilities:Integrating Demographic and Market Risk |
Default RiskDemographic RiskFair valueInterest Rate RiskLife Insurance LiabilitiesLongevity RiskMortality RiskRisk Management Tools and Techniques |
ERM Resource |
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Longevity Bonds - a Financial Market Instrument to Manage Longevity Risk |
Longevity RiskRisk Optimisation |
ERM Resource |
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Integrating Financial and Demographic Longevity Risk Models: An Australian Model for Financial Applications |
Case StudieslongevityLongevity RiskMortalitypricingrisk management |
ERM Resource |
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Mortality Risk and its Effect on Shortfall and Risk Management in Life Insurance |
Basis RiskLife InsuranceLongevity RiskLongevity riskmortality contingent bondsMortality RiskMortality Risknatural hedgingrisk managementRisk Management Tools and Techniques |
ERM Resource |
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Survivor Bonds: Helping to Hedge Mortality Risk |
Longevity RiskMortality RiskMortality RiskRisk Management Tools and TechniquesSurvivor bond |
ERM Resource |
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Mortality and Longevity: a Risk Management Perspective |
life annuityLongevity RiskMortality RiskNo categoryProcess RiskSolvencyStochastic mortalityterm assuranceuncertainty risk |
ERM Resource |
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Using Life Settlements to Hedge the Mortality Risk of Life |
Life settlementsLongevity RiskMortality RiskRisk Management Tools and Techniques |