York University / University of Technology / The University of New South Wales / Monash University / /
IndustryTerm
large insurance / finance literature / derivative product / stand-alone longevity insurance / insurance claims / required insurance reserves / insurance / life insurance policy / calculation algorithm / machinery / personal life insurance policy / longevity insurance / insurance valuation rate / continuous law / insurance options / /
MarketIndex
Russell 3000 / Reference Portfolio / /
NaturalFeature
RCLA falls / /
Organization
Department of Labor / IFID Centre / Department of Risk Management and Insurance / Wharton School / York University / Monash University / Melbourne / U.S. administration / University of New South Wales / University of Technology / Sydney / /
Person
Carl Chiarella / Milevsky / Eckhard Platen / Olivia Mitchell / Premium Immediate Annuity / S. Salisbury / Neil Doherty / /
Position
candidate for that job / Executive Director / Associate Professor of Finance / contact author / Professor of Mathematics and Statistics / /
Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA) H. Huang, M. A. Milevsky1 and T.S. Salisbury Version: 19 JulyHuang