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subject:"Altersvorsorge"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~subject:"Life insurance"
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Search: subject_exact:"Mortality"
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Altersvorsorge
Life insurance
Mortality
26
Sterblichkeit
26
Theorie
14
Theory
14
Forecasting model
11
Prognoseverfahren
11
Lebensversicherung
6
Stochastic process
6
Stochastischer Prozess
6
Portfolio selection
5
Portfolio-Management
5
Mortality forecasting
4
Risiko
4
Risk
4
Time series analysis
4
Zeitreihenanalyse
4
Bayes-Statistik
3
Bayesian inference
3
Estimation
3
Lee-Carter model
3
Neural networks
3
Neuronale Netze
3
Private Altersvorsorge
3
Private retirement provision
3
Retirement provision
3
Risikomanagement
3
Risikomodell
3
Risk management
3
Risk model
3
Schätzung
3
longevity risk
3
EU-Versicherungsrecht
2
European insurance law
2
Forecast
2
Gesetzliche Rentenversicherung
2
Hedging
2
Interest rate
2
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2
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9
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English
9
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Arık, Ayşe
1
De Rosa, Clemente
1
Devolder, Pierre
1
Fergusson, Kevin
1
Freimann, Arne
1
Hieber, Peter
1
Kleinow, Torsten
1
Liang, Xiaoqing
1
Lucas, Nathalie
1
Luciano, Elisa
1
Olivieri, Annamaria
1
Regis, Luca
1
Rong, Ximin
1
Tao, Cheng
1
Thirurajah, Samuel
1
Uğur, Ömür
1
Young, Virginia R.
1
Zeddouk, Fadoua
1
Zhao, Hui
1
Ziveyi, Jonathan
1
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ASTIN bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
86
The journal of risk and insurance : the journal of the American Risk and Insurance Association
32
Risks : open access journal
31
NBER working paper series
28
NBER Working Paper
26
Working paper / National Bureau of Economic Research, Inc.
25
Discussion paper / The Pensions Institute, Cass Business School, City University
20
CESifo working papers
19
Netspar Discussion Paper
17
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
16
Astin bulletin : the journal of the International Actuarial Association
15
Working paper
14
Scandinavian actuarial journal
12
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
11
Discussion paper series / IZA
11
Securing lifelong retirement income : global annuity markets and policy
10
The journal of structured finance
10
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
10
Journal of economic behavior & organization : JEBO
9
UNSW Australian School of Business Research Paper
9
Asia-Pacific journal of risk and insurance : APJRI
8
CESifo Working Paper Series
7
Journal of pension economics and finance
7
Journal of pension economics and finance : JPEF
7
Pensions : an international journal
7
Macroeconomic dynamics
6
SAFE working paper
6
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
5
Dissertation Series CentER
5
Journal of public economic theory
5
Journal of risk finance : the convergence of financial products and insurance
5
North American actuarial journal
5
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
5
Pension Research Council Working Paper
5
Working paper series / International Center for Insurance Regulation
5
Economic challenges of pension systems : a sustainability and international management perspective
4
IZA Discussion Paper
4
Journal of banking & finance
4
Journal of economic dynamics & control
4
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ECONIS (ZBW)
9
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1
The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices
Arık, Ayşe
;
Uğur, Ömür
;
Kleinow, Torsten
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 392-417
Persistent link: https://www.econbiz.de/10014320277
Saved in:
2
Modern life-care tontines
Hieber, Peter
;
Lucas, Nathalie
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 563-589
Persistent link: https://www.econbiz.de/10013270077
Saved in:
3
Pricing and hedging of longevity basis risk through securitisation
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10014485604
Saved in:
4
Pricing longevity-linked securities in the presence of mortality trend changes
Freimann, Arne
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 411-447
Persistent link: https://www.econbiz.de/10012523251
Saved in:
5
Target benefit pension plan with longevity risk and intergenerational equity
Rong, Ximin
;
Tao, Cheng
;
Zhao, Hui
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 84-103
Persistent link: https://www.econbiz.de/10014247645
Saved in:
6
Target volatility strategies for group self-annuity portfolios
Olivieri, Annamaria
;
Thirurajah, Samuel
;
Ziveyi, Jonathan
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 591-617
Persistent link: https://www.econbiz.de/10013270078
Saved in:
7
Geographical diversification and longevity risk mitigation in annuity portfolios
De Rosa, Clemente
;
Luciano, Elisa
;
Regis, Luca
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 375-410
Persistent link: https://www.econbiz.de/10012523250
Saved in:
8
Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic
Fergusson, Kevin
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 381-417
Persistent link: https://www.econbiz.de/10012243342
Saved in:
9
Reaching a bequest goal with life insurance : ambiguity about the risky asset's drift and mortality's hazard rate
Liang, Xiaoqing
;
Young, Virginia R.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012194122
Saved in:
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