Stochastic Actuarial Valuations in Double-Indexed Pension Annuity Assessment

Emilia Di Lorenzo (), Albina Orlando () and Marilena Sibillo ()
Additional contact information
Emilia Di Lorenzo: University of Napoli “Federico II”, Department of Economic and Statistical Sciences
Albina Orlando: Istituto per le Applicazioni del Calcolo Mauro Picone, CNR
Marilena Sibillo: Campus Universitario, University of Salerno, Department of Economics and Statistics

A chapter in Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2014, pp 151-158 from Springer

Abstract: Abstract The paper deals with the performance analysis of a portfolio of participating survival-indexed annuities within a riskiness context, set out by the adverse deviations of the demographic and financial bases. The Authors deepen the interactions between the risk due the random fluctuations of the dynamic of the capital returns and the risk due to the systematic random fluctuations of the lifetime evolutionary trend.

Keywords: Administrative Expense; Longevity Risk; Life Annuity; Risk Driver; Variable Annuity (search for similar items in EconPapers)
Date: 2014
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-02499-8_14

Ordering information: This item can be ordered from
http://www.springer.com/9783319024998

DOI: 10.1007/978-3-319-02499-8_14

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().