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~isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
~subject:"Economics of insurance"
~subject:"Risk"
~subject:"Sterblichkeit"
~subject:"United States"
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Economics of insurance
Risk
Sterblichkeit
United States
Risikomodell
20
Risk model
20
Mortality
19
Hedging
7
Lebensversicherung
5
Life insurance
5
Theorie
5
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4
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Risk management
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age/period/cohort models
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Blake, David
12
Cairns, Andrew
9
Dowd, Kevin
6
Dawson, Paul
3
Hunt, Andrew
2
MacMinn, Richard D.
2
Plat, Richard
2
Bauer, Daniel
1
Brockett, Patrick L.
1
Burrows, William
1
Cox, Samuel H.
1
Kessler, Amy
1
Kleinow, Torsten
1
Kramer, Florian W.
1
Li, Johnny Siu-Hang
1
Luo, Ancheng
1
Mavros, George
1
Orszag, Jonathan Michael
1
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1
Tan, Ken Seng
1
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Pensions Institute
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Discussion paper / The Pensions Institute, Cass Business School, City University
Insurance / Mathematics & economics
154
The journal of risk and insurance : the journal of the American Risk and Insurance Association
56
Risks : open access journal
47
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
37
Scandinavian actuarial journal
32
Working paper / National Bureau of Economic Research, Inc.
21
Astin bulletin : the journal of the International Actuarial Association
20
Working paper / Risk Management and Decision Processes Center, Wharton School, University of Pennsylvania
13
Études et dossiers / Association Internationale pour l'Étude de l'Économie de l'Assurance
13
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
12
Journal of risk and uncertainty : JRU
12
The Geneva papers on risk and insurance theory
11
The Geneva risk and insurance review
11
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
11
ASTIN bulletin : the journal of the International Actuarial Association
8
Asia-Pacific journal of risk and insurance : APJRI
8
Risk management and insurance review
8
The Geneva papers on risk and insurance - issues and practice
8
Inquiry : a journal of health care organization, provision and financing
7
Journal of risk finance : the convergence of financial products and insurance
7
NBER working paper series
7
American journal of agricultural economics
6
European journal of operational research : EJOR
6
Journal of banking & finance
6
Journal of insurance regulation
6
NBER Working Paper
6
The financing of catastrophe risk
6
The journal of risk & insurance
6
Working paper
6
CESifo working papers
5
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
5
Convergence of capital and insurance markets
5
The handbook of insurance-linked securities
5
UNSW Australian School of Business Research Paper
5
Working papers on finance
5
Discussion paper / Centre for Economic Policy Research
4
Economic modelling
4
Invited papers for Symposium on Catastrophe Modeling
4
Journal of health economics
4
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ECONIS (ZBW)
19
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CBDX : a workhorse mortality model from the Cairns-Blake-Dowd family
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
-
2020
Persistent link: https://www.econbiz.de/10012803786
Saved in:
2
Still living with mortality : the longevity risk transfer market after one decade
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
;
Kessler, Amy
-
2018
Persistent link: https://www.econbiz.de/10011912097
Saved in:
3
Longevity : a new asset class
Blake, David
-
2018
Persistent link: https://www.econbiz.de/10011912099
Saved in:
4
Basis risk and pensions schemes : a relative modelling approach
Hunt, Andrew
;
Blake, David
-
2016
Persistent link: https://www.econbiz.de/10011412911
Saved in:
5
Forward mortality rates in discrete time II : longevity risk and hedging strategies
Hunt, Andrew
;
Blake, David
-
2016
Persistent link: https://www.econbiz.de/10011449869
Saved in:
6
Longevity risk and capital markets : the 2013 - 14 update
Tan, Ken Seng
;
Blake, David
;
MacMinn, Richard D.
-
2015
Persistent link: https://www.econbiz.de/10010515324
Saved in:
7
A parsimonious approach to stochastic mortality modelling with dependent residuals
Mavros, George
;
Cairns, Andrew
;
Kleinow, Torsten
; …
-
2014
Persistent link: https://www.econbiz.de/10010362818
Saved in:
8
Robust hedging of longevity risk
Cairns, Andrew
-
2012
Persistent link: https://www.econbiz.de/10009573349
Saved in:
9
Key q-duration : a framework for hedging longevity risk
Li, Johnny Siu-Hang
;
Luo, Ancheng
-
2011
Persistent link: https://www.econbiz.de/10009536145
Saved in:
10
Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Cairns, Andrew
-
2011
Persistent link: https://www.econbiz.de/10009536153
Saved in:
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