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~isPartOf:"Working paper"
~person:"Dickson, David C. M."
~person:"Felder, Stefan"
~person:"Sherris, Michael"
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Search: subject:"Risk model"
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Mortality
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Risikomodell
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Risk model
4
Sterblichkeit
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Estimation
2
Forecasting model
2
Lebensversicherung
2
Life insurance
2
Longevity Risk
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Prognoseverfahren
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Risiko
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Risk
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Schätzung
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State space model
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State-space models
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Time series analysis
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Zeitreihenanalyse
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Zustandsraummodell
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Affine mortality models
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Aging population
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Alternde Bevölkerung
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Altersvorsorge
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Anleihe
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Bond
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Comparison
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Domestic care
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Elderly people
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Erbe
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Hedging
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Housing
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Häusliche Pflege
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Inheritance
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Intertemporal choice
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Intertemporale Entscheidung
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Kalman Filter
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Kalman filter
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Life annuities
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Dickson, David C. M.
Felder, Stefan
Sherris, Michael
Zhou, Yuxin
3
Zweifel, Peter
3
Eugster, Patrick
2
Sennhauser, Michèle
2
Ungolo, Francesco
2
Xu, Mengyi
2
Aase, Knut K.
1
Alonso-García, Jennifer
1
Bergemann, Annette
1
Brunow, Stephan
1
Dai, Yuechen
1
Darpeix, Pierre-Emmanuel
1
Davies, Benjamin
1
Eling, Martin
1
Fragnelli, Vito
1
Garces, Len Patrick Dominic M.
1
Ghavibazoo, Omid
1
Hanewald, Katja
1
Marina, Maria Erminia
1
Schoder, Johannes
1
Shao, Adam W.
1
Stockton, Isabel
1
Watt, Richard
1
Xu, Tonghui
1
Ziveyi, Jonathan
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Working paper
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
12
Insurance / Mathematics & economics
11
UNSW Australian School of Business Research Paper
5
Scandinavian actuarial journal
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
UNSW Business School Research Paper
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Astin bulletin : the journal of the International Actuarial Association
2
International series on actuarial science
2
Risks : open access journal
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Working paper series
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Applied mathematical finance
1
FinanzArchiv : public finance analysis
1
Journal of economic literature
1
Preprint / Fakultät für Wirtschaftswissenschaft der Otto-von-Guericke-Universität Magdeburg
1
Recreating sustainable retirement : resilience, solvency, and tail risk
1
Review of economics
1
Schmollers Jahrbuch : journal of contextual economics
1
The economic record : er
1
Wettbewerb in der gesetzlichen Krankenversicherung : Tagungsband des Gesundheitsökonomischen Ausschusses
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
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Estimation, comparison and projection of multi-factor age-cohort affine mortality models
Ungolo, Francesco
;
Garces, Len Patrick Dominic M.
; …
-
2023
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[Revision]
Persistent link: https://www.econbiz.de/10014458542
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2
Insuring longevity risk and long-term care : bequest, housing, and liquidity
Xu, Mengyi
;
Alonso-García, Jennifer
;
Sherris, Michael
; …
-
2022
Persistent link: https://www.econbiz.de/10013503805
Saved in:
3
Multi-factor, age-cohort, affine mortality models : a multi-country comparison
Ungolo, Francesco
;
Sherris, Michael
;
Zhou, Yuxin
-
2021
Persistent link: https://www.econbiz.de/10012628986
Saved in:
4
Financial engineering: a flexible longevity bond to manage individual longevity risk
Zhou, Yuxin
;
Sherris, Michael
;
Ziveyi, Jonathan
;
Xu, Mengyi
-
2020
Persistent link: https://www.econbiz.de/10012534761
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