1,721,194 research outputs found
Variable Annuities and embedded options. Models and tools for fair valuation and solvency appraisal
No full text
Measuring Population Mortality Dependence
No full textA review of literature on dependence in mortality dataset is presented and original contributions are shown
Highlights on SOA report “Reinvestment Strategies for Life Insurance Products in a Changing Economic Environment”
No full textLife insurance annuities are in force for many years and contain embedded options of very long duration, during which periods of rapid economic change and sustained extreme economic conditions can occur. We investigate possible reinvestment strategies for life insurance companies experiencing periods of such change. We propose a dynamic approach where year by year the reinvestment strategy is defined to maximize
the expected result of the following year, taking into account its conditional tail expectation
Variable Annuities and embedded options. Models and tools for fair valuation and solvency appraisal
No full text
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