Solvency analysis of deferred annuities

DOI10.1007/S10203-024-00452-2MaRDI QIDQ6873732zbMATH OpenFDO

Authors Khadija Gasimova, Steven Haberman, Pietro Millossovich

Publication date 16 January 2026

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10203-024-00452-2

zbMATH Keywords

deferred annuitiesinterest rate risklongevity riskreservessolvency

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites work

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• Longevity risk in portfolios of pension annuities
• Modeling and forecasting U.S. mortality. (With discussion)
• On stochastic mortality modeling
• Parametric mortality improvement rate modelling and projecting
• Quantitative risk management. Concepts, techniques and tools
• Some further ideas concerning the interaction between insurance and investment risks
• Uncertainty in mortality projections: an actuarial perspective

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