Managing longevity risk in finance and insurance

管理金融和保险领域的长寿风险

• 批准号: 356050-2008
• 负责人: Li, JohnnySiuHang
• 金额: $ 0.87万
• 依托单位: University of Waterloo
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2012
• 资助国家: 加拿大
• 起止时间: 2012-01-01 至 2013-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=497296
• 关键词: Managing; longevity; risk; finance; insurance

In recent years, the actuaries' problem regarding mortality assumptions is that people are living longer than expected. This problem has resulted in unforeseen mortality losses in annuity liabilities. The industry now demands better stochastic mortality models for forecasting future mortality, and more developed mortality-linked securities, which can help them manage longevity risks at a reasonably low cost.

近年来，精算师在死亡率假设方面的问题是，人们的寿命比预期的要长。这个问题导致了年金负债中不可预见的死亡损失。保险业现在需要更好的随机死亡率模型来预测未来的死亡率，以及更发达的死亡率关联证券，这可以帮助他们以较低的成本管理长寿风险。