scientific article; zbMATH DE number 2054514

MaRDI QIDQ4454964zbMATH OpenFDO

Authors Mariarosaria Coppola, Emilia Di Lorenzo, Marilena Sibillo

Publication date 9 March 2004

zbMATH Keywords

longevity riskinsurance riskinvestment riskrandom projected mortality tables

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC
• Meeting the challenges of longevity: lifetime income from real estate
• Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods
• Relative Importance of Risk Sources in Insurance Systems
• Longevity risk in portfolios of pension annuities
• Solvency analysis of deferred annuities
• The prediction risk for the development of mortality -- can it be minimized by an appropriate portfolio composition?

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