Document library
-
- Author:
- A D Wilkie\; H R Waters\; S Yang
- Source:
- Updated version of the paper presented to the Faculty of Actuaries on 20 January 2003
Reserving, pricing and hedging for policies with guaranteed annuity options [mp3 sound file]
This paper considers reserving and pricing methodologies for a pensions-type contract with a simple form of guaranteed annuity option. It considers only unit-linked contracts, but the methodologies and, to some extent, the numerical results would apply ... read more >>
-
- Author:
- Life Office Taxation Working Party\; Paul Turnbull
Contingent loans - the good, the bad and the ugly
The Finance Act 2003 introduced more change to the taxation of life business. Many of those changes were aimed at preventing perceived abuse of tax legislation. One such change affects the taxation of companies that have contingent loans. Contingent loans ... read more >>
-
- Author:
- Iain Currie
- Source:
- Projecting Future Mortality seminar
Methodology of projection and statistical methods
Continuous Mortality Investigation seminar Projecting Future Mortality A Statistical View Iain Currie Heriot Watt University, October 2003 1 The Data: Claims Age 11 100 Year 1947 1999 Claims : dij D : 90× 53 2 The Data: ... read more >>
-
- Author:
- Nico Keilman
- Source:
- Projecting Future Mortality seminar
Projecting aggregate mortality and modelling individual causes
Continuous Mortality Investigation seminar Does CoD improve the accuracy of mortality forecasts? Nico Keilman University of Oslo Database observed and projected UK mortality 20 forecast rounds, F1970 – F1998 Observations 1970-2000 CDR (e0) Mortality ... read more >>
-
- Author:
- Leonid Gavrilov
- Source:
- Projecting Future Mortality seminar
Limits on human lifespan and molecular effects on ageing
Continuous Mortality Investigation seminar Limits on Human Lifespan and Molecular Effects on Ageing Leonid A. Gavrilov Natalia S. Gavrilova Center on Aging, NORC/University of Chicago, 1155 East 60th Street, Chicago, IL ... read more >>
-
- Author:
- Aubrey De Grey
- Source:
- Projecting Future Mortality seminar
Limits on human lifespan and molecular effects on ageing
Continuous Mortality Investigation seminar What should actuaries be doing in the run-up to a post-aging world? Aubrey D.N.J. de Grey Department of Genetics, University of Cambridge Reprints, general info: http://www.gen.cam.ac.uk/sens/ Structure of this ... read more >>
-
- Author:
- Shripad Tuljapurkar
- Source:
- Projecting Future Mortality seminar
Projecting aggregate mortality and modelling individual causes
Continuous Mortality Investigation seminar MORTALITY CHANGE THE DETAILS ARE MESSY Year to year decline irregular Persistent, puzzling differentials Cause of death structure difficult to understand & to predict Poor understanding of causal ... read more >>