Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; MAF2024 Marco Corazza,Frédéric Gannon,Vincent Touzé Conference pro

Surgeon

Actuarial Gains in Life Annuities Due to Declining Health: LTC,g out the same benefit. Thus, the use of an appropriate mortality assumption results in a reduction of the mathematical payout provision, which frees up capital and results in a lower solvency capital requirement.

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Alcove

,Time Preference over?the?Life-Cycle: Expanding Saver’s Rationality,dium term, from 2007 to 2020 (until the first Covid lockdown). The variations in this preference for the same individual panel member appear poorly explained by usual covariates, apart from a negative effect of age and of getting married.

custody

,Fair Volatility in?the?Fractional Stochastic Regularity Model,o disentangle volatility and regularity. Replacing volatility by the H?lder regularity provides insights into market deviations from the equilibrium of the martingale model, and - within the Fractional Stochastic Regularity Model - contributes to identify the “fair” volatility aimed by the market.