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Strategic Risk, Risk Perception and Risk Behaviour: Meta-Analysis Submitted by TheSecretariat on Wed, 22/07/2015 - 16:46 We examine the effects of strategic risk perception on behaviour through the meta-analysis of five studies. The extant literature …

Enterprise Risk Management Program Quality: Determinants, Value Relevance, and the Financial Crisis Submitted by TheSecretariat on Wed, 22/07/2015 - 16:54 This paper investigates factors associated with high-quality Enterprise Risk Management (ERM) …

Understanding, modeling and managing longevity risk: key issues and main challenges Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 In this article we investigate the latest developments on longevity risk modelling. We first introduce longevity …

Securitization of longevity risk using percentile tranche methods Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 As a solution to the longevity risks in annuity business we consider securitizations which transfer the risks to the financial …

Longevity Risk and Private Pensions Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This paper examines how uncertainty regarding future mortality and life expectancy outcomes, i.e. longevity risk, affects employer-provided defined benefit (DB) …

Longevity Insurance: A Missing Market Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 More than half of the worlds old live in Asia, and around 35 per cent in India and China alone. As demographic transition proceeds regionally and globally, the …

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 …