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Search: subject:"Longevity risk"
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Mortality
45
Sterblichkeit
45
Longevity risk
36
Risikomodell
30
Risk model
30
Risiko
21
Risk
21
Theorie
21
Theory
21
Hedging
17
Lebensversicherung
17
Life insurance
17
Risikomanagement
15
Risk management
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Portfolio selection
13
Portfolio-Management
13
Altersvorsorge
10
Retirement provision
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Pension fund
6
Pensionskasse
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Stochastic process
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Stochastischer Prozess
6
Forecasting model
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Prognoseverfahren
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Actuarial mathematics
4
Hedge effectiveness
4
Lebenszyklus
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Life cycle
4
Private Altersvorsorge
4
Private retirement provision
4
Stochastic mortality
4
Versicherungsmathematik
4
Altersgrenze
3
Betriebliche Altersversorgung
3
Elderly people
3
Estimation
3
Gesetzliche Rentenversicherung
3
Life annuity
3
Occupational pension plan
3
Public pension system
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English
46
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Li, Johnny Siu-Hang
5
Sherris, Michael
5
Liu, Yanxin
4
Börger, Matthias
3
El Karoui, Nicole
3
Li, Jackie
3
Loisel, Stéphane
3
Regis, Luca
3
Alai, Daniel H.
2
Balasooriya, Uditha
2
Blake, David
2
Chen, Hua
2
Denuit, Michel
2
Haberman, Steven
2
Landsman, Zinoviy
2
Lin, Tzuling
2
MacMinn, Richard D.
2
Milevsky, Moshe Arye
2
Ruß, Jochen
2
Schupp, Johannes
2
Shao, Adam W.
2
Trufin, Julien
2
Wang, Hsin Chung
2
Ai, Jing
1
Balter, Anne G.
1
Bensusan, Harry
1
Bernard, Carole
1
Bertschi, Ljudmila
1
Boonen, Tim J.
1
Boumezoued, Alexandre
1
Brockett, Patrick L.
1
Broeders, Dirk
1
Cairns, Andrew
1
Chan, Wai-Sum
1
Chiu, Mei Choi
1
Chong, Chen-Tai
1
D'Amato, Valeria
1
De Gennaro Aquino, Luca
1
De Waegenaere, Anja
1
Dhaene, Jan
1
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Insurance / Mathematics & economics
Insurance: Mathematics and Economics
19
Risks : open access journal
19
Risks
13
Scandinavian actuarial journal
12
Astin bulletin : the journal of the International Actuarial Association
9
IMF Working Papers
9
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
8
Journal of Risk Finance
7
Working Papers / ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School
7
IMF Staff Country Reports
6
MPRA Paper
6
Working paper
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
The Journal of Risk Finance
5
Journal of demographic economics : JODE
4
Journal of economic behavior & organization : JEBO
4
OECD Working Papers on Insurance and Private Pensions
4
Carlo Alberto Notebooks
3
Discussion Paper
3
Discussion Papers in Business Administration
3
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Münchener Wirtschaftswissenschaftliche Beiträge : BWL ; discussion paper
3
Applied economics letters
2
Asia-Pacific Journal of Risk and Insurance
2
Asia-Pacific journal of risk and insurance : APJRI
2
CEFAGE-UE Working Papers
2
CIRANO Working Papers
2
Discussion Paper / Tilburg University, Center for Economic Research
2
Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
2
Economic modelling
2
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
2
European journal of operational research : EJOR
2
Finance research letters
2
Financial services review : the journal of individual financial management
2
ISRA international journal of islamic finance
2
Journal of banking & finance
2
Journal of pension economics and finance : JPEF
2
Journal of risk finance : the convergence of financial products and insurance
2
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ECONIS (ZBW)
46
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1
Hedging
longevity
risk
under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
2
It takes two : why mortality trend modeling is more than modeling one mortality trend
Börger, Matthias
;
Ruß, Jochen
;
Schupp, Johannes
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 222-232
Persistent link: https://www.econbiz.de/10012649228
Saved in:
3
A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
Börger, Matthias
;
Freimann, Arne
;
Ruß, Jochen
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 309-326
Persistent link: https://www.econbiz.de/10012649235
Saved in:
4
Macro
longevity
risk
and the choice between annuity products : evidence from Denmark
Balter, Anne G.
;
Kallestrup-Lamb, Malene
;
Rangvid, Jesper
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 355-362
Persistent link: https://www.econbiz.de/10012649237
Saved in:
5
Recent declines in life expectancy : implication on
longevity
risk
hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
Saved in:
6
Longevity
risk
and capital markets : the 2019-20 update
Blake, David
;
Cairns, Andrew
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 395-439
Persistent link: https://www.econbiz.de/10012649241
Saved in:
7
The economics of sharing macro-
longevity
risk
Broeders, Dirk
;
Mehlkopf, Roel
;
Ool, Annick van
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 440-458
Persistent link: https://www.econbiz.de/10012649242
Saved in:
8
Optimal annuity demand for general expected utility agents
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Levante, Lucia
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 70-79
Persistent link: https://www.econbiz.de/10012793910
Saved in:
9
Mortality options : the point of view of an insurer
Schmeck, Maren Diane
;
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 98-115
Persistent link: https://www.econbiz.de/10012482759
Saved in:
10
A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Ungolo, Francesco
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 68-84
Persistent link: https://www.econbiz.de/10012241988
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