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Record identifier : 564892
Personal Name - Primary Intelectual Responsibility : Shima Jozi
Title and statement of responsibility : Application of Longevity Bonds in Iranian Pension System [Thesis]/جوزی، شیما;supervisor: Atousa Goodarzi;advisor: Reza Ofoghi
Publication, Distribution,Etc. : , 2011
Language of the Item : eng
Internal Bibliographies/Indexes Note : Biblograpy
Dissertation of thesis details and type of degree : master of arts
Discipline of degree : , Actuarial Science
Body granting the degree : , E.C.O College of Insurance
Summary or Abstract : هدف تحقیق :بکارگیری اوراق قرضه عمر در نظام مستمری ایران‌است یافته های تحقیق حاکی ازآن است که امید به زندگ در ایران نیز در حال افزایش است و بنابراین با ریسک افزایش امید به زندگی در ایران مواجه هستیم همچنین بررسی ها نشان از امکان وجود یک قیمت عادلانه در صورت انتشار این اوراق دارندنتیجه ی حاصل از این پایان نامه امکان وجود قیمت عادلانه برای انتشار اوراق قرضه عمر می باشد
: In last few years, insurance companies and pension providers have been faced a new type of risk. This risk is the consequence of improvements in mortality rates, considered as 'longevity-risk'. Longevity is the consequence of positive changes in life expectancy. From point of view of some organizations, these improvements are appropriate; in fact, they assume it as a sign of improvement in life style. However, from the insurers and pension funds point of view it is not as good as they consider. Insurers and pension funds have some liabilities about their clients. When their client live longer, insurers and pension funds have to service them for those extra years lived by them. The problem arises when they do not consider these improvements and consequently the risk properly: their balance sheets will face serious problems. They may default their liabilities.In this master thesis, we consider different types of risk and different methods of hedging them, containing longevity risk. Then, a review on theoretical foundation that has to be considered when entering into financial market to hedge longevity risk is provided, succeeding by two experienced situations. It was understood that one of those situations succeeded in the market while the other one was not. Then, it is approved statistically that longevity risk exists in Iran and for the very first time, a longevity bond suggested and priced as a hedging device to control that risk in Iran. It is suggested that the calculated price, is the price that an investor would desire to pay, buying that bond to hedge the longevity risk it faces..
Topical Name Used as Subject : Longevity
: longevity risk
: financial intruments
: mortality
Information of biblio record : TL
 
 
 
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