Author

Ying Wang

Date of Award

2011

Degree Type

Thesis

Degree Name

Master of Science

Program

Applied Mathematics

Supervisor

Dr. Matt Davison

Abstract

ABSTRACT

As mortality improves faster than expected, life insurance companies are exposed to longevity risks through annuity business, even if they reduce their exposure by pooling individual mortality experience. However, liabilities in life insurance and annuity businesses move in opposite directions in response to possible mortality improvements, which creates a natural hedging opportunity. This thesis focuses on investigation of this natural hedge potential inherent in the portfolio consisting of annuity and life insurance elements in various scenarios over an extended period of time. The numerical results suggest that the ruin probability is controlled to a very low level when natural hedging is considered. In addition, the impacts of business composition (annuity/insurance) and interest rate are also examined. With the natural hedging implemented, a desired effect of risk reduction can be reached by either pricing with a low discount rate or gaining a high rate of return on capital investment.

Share

COinS
 
 

To view the content in your browser, please download Adobe Reader or, alternately,
you may Download the file to your hard drive.

NOTE: The latest versions of Adobe Reader do not support viewing PDF files within Firefox on Mac OS and if you are using a modern (Intel) Mac, there is no official plugin for viewing PDF files within the browser window.