Abstracts


  • Michael Sherris * Workshop 1C, Securitization, Structuring and Pricing of Longevity Risk
  • Edward Whitehouse * Workshop 1D, Life-Expectancy Risk and Pensions: Who Bears the Burden?
  • Mark Warshawsky * Workshop 2A, Optimizing the Equity-Bond Annuity Portfolio in Retirement : The Impact of Uncertain Health Expenses
  • Daniel Bauer * Workshop 2C, On the Pricing of Longevity-Linked Securities
  • Paul Hance *Workshop 2D, Using Survivorship Bonds to reduce an Economy's Aggregate Value-at-Risk
  • Hal Pedersen* Workshop 3A, Mortality Risk Modelling: Applications to Insurance Securitization 
  • David Blake * Workshop 3C, Mortality derivatives as hedge instruments: the case of mortality forwards
  • Anja De Waegenaere * Workshop 3D, ˇ°Longevity risk in portfolios of life insurance and annuity liabilities: the effect of product design, product mix and portfolio composition
  • Chuang-Chang Chang * .Workshop 4A, Pricing Survivor Swaps with Mortality Jumps and Default Risk
  • Hua Chen * Workshop 4B, Modeling and Pricing Longevity Risk: Permanent Jump Effects and Extreme Value Approach
  • Anthony Webb * Workshop 4C, Evaluating the Advanced Life Deferred Annuity ¨C An Annuity People Might Actually Buy
  • Hong-Chih Huang * Workshop 4D, Optimal Asset Allocation Incorporating with Longevity Risk in the Defined Contribution Pension Plan
  • Sharon Yang * Workshop 5A, Modeling Longevity Risk: An Empirical Study
  • Jennifer Wang * Workshop 5B, Liability Distribution Management for Life Insurance Company under Longevity Risk with Parameter Uncertainty.
  • Frederik Weber * Workshop 5C, Life Insurance and Life Annuity Demand Explaining the Annuity Puzzle
  • Jean Pinquet * Workshop 5D, Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase
  • Enrico Biffis * Workshop 6A, Tranching Longevity Exposures
  • Arsuyuki Kogure * Workshop 6B, A Bayesian Evaluation of Longevity Risk: Model comparison, Measuring and Pricing
  • Jack C. Yue * Workshop 6C, Age-Period-Cohort Model and its Application to Taiwan Mortality Rates by Marriage Status
  • Meng-Lan Yueh * Workshop 6D, Valuations of Mortality-Linked Structured Notes 
     


Abstracts
Links
FAQ
History
God of Longevity
Terms and Conditions