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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Securitization of longevity risk using percentile tranche methods |
Longevity RiskLongevity RisksNo categoryPercentile Tranches.risk transfersecuritizationSurvivor Bonds |
ERM Resource |
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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 |
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Longevity Insurance: A Missing Market |
Annuity; Retirement; Pension; Longevity RiskLongevity RiskNo categorysecuritisation |
ERM Resource |
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Longevity risk management in Singapore's national pension system |
adverse selectioncrowd outDefined ContributionLongevity Riskmoneys worthNo categorypayout annuitypensionpublic provisionretirement income |
ERM Resource |
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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 Risk Quantification and Management: A Review of Relevant Literature |
Literature ReviewlongevityLongevity RiskNo category |
ERM Resource |
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Longevity Risk Pricing |
longevityLongevity RiskNo categoryrisk premium |
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 |
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A partial internal model for longevity risk |
Danish longevity
benchmarkLongevity Risklongevity stressmodelMortalityRisk Management Tools and TechniquesSolvency 2systematic and unsystematic risk |
ERM Resource |
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Longevity Catalysts |
catalystslongevityLongevity RiskNo category |
ERM Resource |
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Longevity Bulletin. Issue 03 |
longevityLongevity RiskNo categoryvariation. Life expectancy |
ERM Resource |
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Longevity: The Underlying Driver of Retirement Risk |
Longevity RiskLongevity riskNo categoryRetirementrisk managementRobustnessStochastic mortality models |
ERM Resource |
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Internal controls and the cost of fraud: An empirical investigation |
FraudFraudInternal ControlNo category |
ERM Resource |
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Finding financial fraudsters: Quantitative and behavioural finance approaches |
FraudFraudInternal ControlNo category |