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.
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Di Lorenzo, E., Orlando, A., Sibillo, M. (2014). Stochastic Actuarial Valuations in Double-Indexed Pension Annuity Assessment. In: Corazza, M., Pizzi, C. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. Springer, Cham. https://doi.org/10.1007/978-3-319-02499-8_14
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DOI: https://doi.org/10.1007/978-3-319-02499-8_14
Publisher Name: Springer, Cham
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