Profitability vs. attractiveness within a performance analysis of a life annuity business

DOI10.1007/978-3-319-50234-2_9MaRDI QIDQ4609754zbMATH OpenOpenAlexFDO

Authors Emilia Di Lorenzo, Albina Orlando, Marilena Sibillo

Publication date 26 March 2018

Published in Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-50234-2_9

zbMATH Keywords

performance analysislife annuity

Mathematics Subject Classification ID

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

Recommendations

• On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes
• Measuring profitability of life insurance products under Solvency II
• Enhanced annuities and the impact of individual underwriting on an insurer's profit situation
• Solvency measurement of life annuity products
• Longevity risk management and shareholder value for a life annuity business

Cites work

• Bridging the Gap Between Roe and IRR
• Longevity risk in portfolios of pension annuities
• Performance evaluation of balanced pension plans

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