Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 13 of 13 for “"Longevity risk"”.
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Mortality modelling and longevity risk management
… the largest and most widespread gains in human longevity ever witnessed, which show no sign of slowing down during the early years of the 21st century. The risk of further, higher than anticipated improvements in life expectancy - known as longevity risk - is now a major and growing field of …
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Survivor bond models for securitizing longevity risk
<p>"Longevity risk is the risk that a reference population’s mortality rates deviate from what is projected from prior life tables. This is due to discoveries in biological sciences, improved public health measures, and nutrition, which have dramatically increased life expectancy. Longevity risk …
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Az élettartam-kockázat modellezése = Modeling longevity risk
… szakmában magyar nyelven is meghonosodott "longevity risk" kifejezés Májer–Kovács [2011] cikkében bevezetett fordítása. A jelenség, amely egyebek mellett a biztosítók és nyugdíjpénztárak kockázatkezelését szabályozó, a gyakorlatban 2016. január 1-én hatályba lépett Szolvencia II …
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Longevity Risk: Retirement Product Innovation and Risk Management Strategies
… increasingly exposes individuals to the risk of outliving their retirement savings, known as longevity risk. This thesis proposes new retirement income products with various strategies for managing longevity risk. First, we introduce a retirement product to provide pensioners with a …
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Annuity Product Valuation and Risk Measurement under Correlated Financial and Longevity Risks
Longevity risk is a non-diversifiable risk and regarded as a pressing socio-economic challenge of the century. Its accurate assessment and quantification is therefore critical to enable pension-fund companies provide sustainable old-age security and maintain a resilient global insurance market. …
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The impact of behavioral factors on annuitisation decisions and decumulation strategies
… in private sectors has transferred investment risk and longevity risk from pension providers to individuals. Professional advice on how to best generate retirement incomes from accumulated pension savings is therefore in great demand. A common solution is buying an immediate annuity; however …
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Mortality: modelling, socio-economic differences and basis risk
… design of pension systems and the management of longevity risk in pension funds and annuity portfolios. This thesis is devoted to the investigation of the trends and financial implications of socio-economic differences in mortality. It comprises three parts. The first part introduces new …
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Studies in risk perception and financial literacy: applications using subjective belief elicitation
… financial matters, including the management of risks. The research assesses subjects’ knowledge about interest and inflation, budgeting, and longevity risk. The techniques used to measure literacy reflect state-of-the-art advances in subjective belief elicitation that allow for the recovery of …
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Modelling mortality heterogeneity using health trajectories and multimorbidity
… is a generally well understood area of longevity risk that remains relatively unexplored in the actuarial pricing of longevity linked products. However, with increasing amounts of longitudinal individual level data, there exists an extraordinary opportunity to derive more nuanced and …