Longevity-indexed life annuities
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20110036188 | ||
| 003 | MAP | ||
| 005 | 20110601114243.0 | ||
| 008 | 110524e20110103esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a1 | ||
| 100 | 1 | $0MAPA20080096434$aDenuit, Michel | |
| 245 | 0 | 0 | $aLongevity-indexed life annuities$cMichel Denuit, Steven Haberman, and Arthur Renshaw |
| 520 | $aThis paper addresses the problem of the sharing of longevity risk between an annuity provider and a group of annuitants. An appropriate longevity index is designed in order to adapt the amount of the periodic payments in life annuity contracts. This accounts for unexpected longevity improvements experienced by a given reference population. The approach described in the present paper is in contrast with group self-annuitization, where annuitants bear their own risk,. Here the annuitants bear only the nondiversifiable risk that the future mortality trend departs from that of the reference forecast | ||
| 650 | 1 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 1 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 1 | $0MAPA20080625597$aEnvejecimiento de la población | |
| 650 | 1 | $0MAPA20080555306$aMortalidad | |
| 650 | 1 | $0MAPA20080555016$aLongevidad | |
| 650 | $0MAPA20200021438$aAgeingnomics. Economia senior | ||
| 700 | 1 | $0MAPA20080165116$aHaberman, Steven | |
| 700 | 1 | $0MAPA20110016920$aRenshaw, Arthur | |
| 773 | 0 | $wMAP20077000239$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997-$x1092-0277$g03/01/2011 Tomo 15 Número 1 - 2011 |