Estimation and analysis of life annuity premiums with distortion risk measures

QR Code

Estimation and analysis of life annuity premiums with distortion risk measures

Although longevity risk has always been tied to life annuities, the continuous improvement of life expectancy and the current low interest and inflation rates, as well as the less favourable equity returns, have unveiled the magnitude of this risk. Hence, life insurers have to rely on management tec...

Full description

Bibliographic Details
Main Author:	Jurado Salazar, Mariana Fernanda
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2018
Subjects:	life insurance annuity distortion risk measures longevity risk
Online Access:	https://eprints.nottingham.ac.uk/53832/

Similar Items

An Investigation into what factors influence the expectation of life made by life insurance companies.
by: Anand, Aniel
Published: (2006)

The fair premium test for life insurance
by: Bai, Jiangna
Published: (2006)

The toll for Charon's boat in the face of longevity risk: An examination of Basis risk in Longevity bonds.
by: Tsikkouris, Antonis
Published: (2007)

Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions
by: El Methni, Jonathan, et al.
Published: (2018)

A study managing the civil engineering risk focusing on risk reduction, risk financing and risk sharing / Mohd Syahmi Ahmad Sanusi
by: Ahmad Sanusi, Mohd Syahmi
Published: (2010)

Determinants on demands of life insurance among employees at Kotra Pharma Malacca / Nazirah Kamaruddin and Fatin Syamimi Abdul Malek
by: Kamaruddin, Nazirah, et al.
Published: (2013)

The demand for reinsurance: Empirical test for the UK life insurance industry
by: fan, xue
Published: (2008)

Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk
by: Yang, B., et al.
Published: (2015)

An analysis of economic indicators on the family takaful demand in Malaysia / Nurulhidayah Dani and Siti Nor Mahassan @ Mat Hussin
by: Dani, Nurulhidayah, et al.
Published: (2014)

Risk Management in Insurance Companies
by: Yang, Xufeng
Published: (2006)

A case study on Jerneh Insurance Berhad
by: Ho, Wai Kee
Published: (2002)

Malaysia British Assurance Berhad Kuala Lumpur branch : a case study
by: Kwong, Chee Kueng
Published: (2002)

Determinants of Risk Management in the UK Insurance Industry: An Empirical Study
by: Xiong, Jian
Published: (2007)

Understanding level of General Takaful and Family Takaful among 3rd semester of ACIS students in UiTM Shah Alam / Muhammad Hamizan Fahmi Omar
by: Omar, Muhammad Hamizan Fahmi
Published: (2019)

Internal Risk Financing through Captive Insurance: A Special Focus on The Structure, and Trend & Developments of Five Major Captive Insurance DOMICILES
by: Verma, Vaibhav
Published: (2008)

Life Insurance Demand in Malaysia
by: Wong, Mei Foong
Published: (2002)

Insuring biofinance: alcohol, risk and the limits of life
by: French, Shaun, et al.
Published: (2015)

Modelling capital adequacy of life insurers / Norhana Abd. Rahim
by: Abd. Rahim, Norhana
Published: (2018)

Possible Evidence for Distortions in The Australian Height Datum in Western Australia
by: Featherstone, Will, et al.
Published: (1998)

The factors that contribute to the increasing number of demand toward life insurance / Nurul Farhan Abd. Halim
by: Abd. Halim, Nurul Farhan
Published: (2011)

Research on Risk Culture of Bank A
by: YU, BING
Published: (2019)

Analyse and Measure the Operational Risk in Chinese Commercial Bank
by: Gao, Jingjing
Published: (2019)

Risk Committee, Firm Life Cycle, and Market Risk Disclosures
by: Hadi-Al, A., et al.
Published: (2015)

Factors contributing to demand for life reinsurance in Malaysia / Walter Jenggi
by: Jenggi, Walter
Published: (2010)

Design considerations for retirement savings and retirement income products
by: Lakshman, Alles
Published: (2011)

The importance of nominating the beneficiaries in life insurance policy / Noor Fariza Baharin
by: Baharin, Noor Fariza
Published: (2010)

A hybrid inverter system for medium voltage applications using a low voltage auxiliary CSI
by: Papadopoulos, Savvas, et al.
Published: (2014)

Background voltage distortion and percentage of nonlinear load impacts on the harmonics produced by a group of personal computers
by: Rawa, M.J.H., et al.
Published: (2014)

The level of awareness among Bumiputera towards the existence of life insurance Takaful / Ira Amiera Zulkefli
by: Zulkefli, Ira Amiera
Published: (2010)

A study on awareness of life insurance among policyholders in Johor Bahru, Johor / Radiah Abdul Halim
by: Abdul Halim, Radiah
Published: (2015)

Risk Management of Major Sporting Events: Implications for the 2008 Olympics
by: WU, Hao
Published: (2006)

The, study of the investment portfolio of life insurance business in Malaysia / David Mathew Baru … [et al.]
by: Baru, David Mathew, et al.
Published: (1985)

Em Approach on Influence Measures in Competing Risks Via Proportional Hazard Regression Model
by: Elfaki, Faiz. A. M.
Published: (2000)

A study on factors that contribute low Muslim participant in buying life insurance market / Nurul Liyana Ramlan
by: Ramlan, Nurul Liyana
Published: (2011)

Factors affecting customer’s demand towards life insurance: a case study on rural communities in Sg Lembing / Anis Syuhada Shahid
by: Shahid, Anis Syuhada
Published: (2015)

Factors affecting Y Generation buying life Takaful Insurance / Siti Noratikah Abdullah
by: Abdullah, Siti Noratikah
Published: (2015)

Pricing risk- data is available on the premium rates charged by life insurance companies. Are there differences between large firms and small firms? Between mutual firms and proprietary firms?
by: Gao, Yiqi
Published: (2007)

Level of understanding the application of maqasid shariah in family Takaful products in Takaful Malaysia among UiTM Puncak Alam students / Afiqah Nur Syazlyn Mohd Hanapi
by: Mohd Hanapi, Afiqah Nur Syazlyn
Published: (2019)

Financial risk management by Malaysian life insurers: the application of reinsurance / Rosmi Yuhasni Mohamed Yusuf, Saharani Abdul Rashid and Rozain Daud
by: Mohamed Yusuf, Rosmi Yuhasni, et al.
Published: (2005)

Understanding about Takaful among students Nursing Part 4 Faculty of Health Science UiTM Puncak Alam / Muhammad Nabiljad Merikan.
by: Merikan, Muhammad Nabiljad
Published: (2019)