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Longevity and disability risk analysis in enhanced life annuities Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The paper focuses on the analysis of mortality and disability risk in enhanced life annuities. This cover increases a life annuity …

Merging Asset Allocation and Longevity Insurance: An Optimal Perspective on Payout Annuities Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The Markowitz mean-variance model is widely accepted as the gold standard for asset allocation on the way …

Variable Annuities Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This paper provides a detailed overview of variable annuities. Consideration is first given to the definition of the term variable annuity. Common terminology used in the variable …

On the Pricing of Longevity-Linked Securities Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 For annuity providers, longevity risk, i.e. the risk that future mortality trends differ from those anticipated, constitutes an important risk factor. In …

Annuity Decisions with Systematic Longevity Risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 In this paper we investigate the effect of systematic longevity risk, i.e., the risk arising from uncertain future survival probabilities, on the …

Longevity Risk and Annuity Pricing with the Lee-Carter Model Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Several important classes of liability are sensitive to the direction of future mortality trends, and this paper presents some recent …

Overview of Longevity De-Risking and Longevity Risk Capital Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Presented at the Joint Networking Event: PRMIA and Actuarial Profession, 2011 No category Longevity Risk secutitisation longevity derisking …

Professional Indemnity Insurance Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Recent years have seen many changes affecting the market for professional indemnity insurance. The law is changing, widening the scope of liability. The insurance …

Legal and compliance risk management: Towards principles of best practice Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 On 29 April 2008 a group of academics, practitioners and legal, compliance and risk professionals met at Herbert Smith LLP to …

Differences In Insurance Contract Laws And The Existing EU Legal Framework Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Discussion Paper II from the Expert Group on European Insurance Contract Law No category Legal Risk legal Law Expert Group on …

The Management Of Legal Risk By Financial Institutions Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 As is now well known, the new proposals for the regulation of banks put forward by the Basle Committee on Banking Supervision (BCBS) known …

FINMA position paper on legal and reputational risks in cross-border financial services Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The financial services sector is a major contributor to the Swiss economy. The business models of many wealth …