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~isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
~type_genre:"Arbeitspapier"
~type_genre:"Reprint"
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Risiko
36
Risk
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Mortality
22
Sterblichkeit
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11
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7
Portfolio selection
7
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Blake, David
19
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11
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Coughlan, Guy D.
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Ma, Qing-Ping
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Boardman, Tom
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MacMinn, Richard D.
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McMinn, Richard
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Sweeting, P. J.
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1
Chan, Ka Kei
1
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1
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1
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1
Dawson, Paul
1
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Dhaene, Jan
1
Dhar, Shamik
1
Dušek, Libor
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Discussion paper / The Pensions Institute, Cass Business School, City University
Working paper / National Bureau of Economic Research, Inc.
479
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274
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246
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201
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172
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150
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124
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101
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82
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75
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74
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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:
2
Optimum strategies for UK state pension deferral with particular reference to partner's right to inherit benefits
Dagpunar, John
-
2017
Persistent link: https://www.econbiz.de/10011724135
Saved in:
3
Basis risk and pensions schemes : a relative modelling approach
Hunt, Andrew
;
Blake, David
-
2016
Persistent link: https://www.econbiz.de/10011412911
Saved in:
4
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:
5
A multivariate model of strategic asset allocation with longevity risk
Favero, Carlo A.
;
Tebaldi, Claudio
-
2014
Persistent link: https://www.econbiz.de/10010362899
Saved in:
6
Longevity insurance annuities : lessons from the United Kingdom
Blake, David
;
Turner, John A.
-
2013
Persistent link: https://www.econbiz.de/10010234136
Saved in:
7
Cohort mortality risk or adverse selection in the UK annuity market?
Cannon, Edmund S.
;
Tonks, Ian
-
2013
Persistent link: https://www.econbiz.de/10009765772
Saved in:
8
Longevity hedging : a framework for longevity basis risk analysis and hedge effectiveness
Coughlan, Guy D.
;
Khalaf-Allah, Marwa
;
Ye, Yijing
; …
-
2010
Persistent link: https://www.econbiz.de/10008664059
Saved in:
9
Making the most of experience data : an augmented beta-binomial approach
Sweeting, P. J.
-
2010
Persistent link: https://www.econbiz.de/10008807943
Saved in:
10
Longevity indices and pension fund risk
Sweeting, P. J.
-
2010
Persistent link: https://www.econbiz.de/10008807951
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