Mortality Risk Capital for Different Annuity Types: Quantifying the Relative Impact of Longevity Unc
Document ID: 2006-752 (previously 2006-005)
Published on: 30th June 2006
Author: Craig Turnbull
This brief note discusses how mortality risk capital is likely to vary by type of annuity. In particular, it considers the differing mortality risk capital requirements of in-payment and deferred annuities, and the impact of different escalation rates.
