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Lifetime asset allocation with idiosyncratic and systematic mortality risks
Shen, Yang, (2018)
Stochastic mortality models and securitization in life insurance
Gaißer, Sandra Caterina, (2006)
Valuation of a Guaranteed Minimum Maturity Benefit in a Self-exciting Stochastic Mortality Model
Baños, David, (2022)
The fair value of guaranteed annuity options
Biffis, Enrico, (2006)
Regression-based algorithms for life insurance contracts with surrender guarantees
Bacinello, Anna Rita, (2010)
Fair Value of Insurance Liabilities
Biffis, Enrico, (2008)