scientific article; zbMATH DE number 2054514

MaRDI QIDQ4454964zbMATHFDO

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)

Recommendations

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(7)

• scientific article; zbMATH DE number 2101239 (Why is no real title available?)
• A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC
• Longevity risk in portfolios of pension annuities
• The prediction risk for the development of mortality -- can it be minimized by an appropriate portfolio composition?
• Factor risk quantification in annuity models
• 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

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