Measuring the effect of mortality improvements on the cost of annuities
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Publication:849595
DOI10.1016/J.INSMATHECO.2006.02.005zbMATH Open1201.91092OpenAlexW1974279426MaRDI QIDQ849595FDOQ849595
Authors: Marwa Khalaf-Allah, Steven Haberman, Richard Verrall 
Publication date: 31 October 2006
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.02.005
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Cites Work
- Modeling and forecasting U.S. mortality. (With discussion)
- Survival models in a dynamic context: a survey
- Sampling-Based Approaches to Calculating Marginal Densities
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Title not available (Why is that?)
- Valuation of guaranteed annuity conversion options.
- Projecting Mortality Trends
- An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data
- Actuarial Modeling with MCMC and BUGs
- Uncertainty in mortality projections: an actuarial perspective
Cited In (10)
- Entropy, longevity and the cost of annuities
- Longevity and adjustment in pension annuities, with application to Finland
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
- De-risking strategy: longevity spread buy-in
- Sensitivity of life insurance reserves via Markov semigroups
- Calculation of changes in life expectancy based on proportional hazards model of an intervention
- Longevity-indexed life annuities
- The timing of annuitization: Investment dominance and mortality risk
- A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
- A sensitivity analysis of typical life insurance contracts with respect to the technical basis
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