Optimal longevity risk transfer and investment strategies
Year of publication: |
2021
|
---|---|
Authors: | Cox, Samuel H. ; Lin, Yijia ; Liu, Sheen |
Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 25.2021, 1, Supplement 1, p. S40-S65
|
Subject: | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Risk management | Kapitalanlage | Financial investment | Risikomodell | Risk model |
-
Longevity risk : impact, evaluation, management
Weber, Frederik, (2010)
-
Optimal Longevity Risk Transfer and Investment Strategies
Cox, Samuel H., (2018)
-
Assessing the solvency of insurance portfolios via a continuous-time cohort model
Jevtić, Petar, (2015)
- More ...
-
Optimal Longevity Risk Transfer and Investment Strategies
Cox, Samuel H., (2018)
-
Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan
Cox, Samuel H., (2013)
-
Mortality Portfolio Risk Management
Cox, Samuel H., (2013)
- More ...