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A generic model for spouse's pensions with a view towards the calculation of liabilities
Sokol, Alexander - In: Insurance / Mathematics & economics 65 (2015), pp. 198-207
Persistent link: https://www.econbiz.de/10011428655
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A multivariate evolutionary credibility model for mortality improvement rates
Schinzinger, Edo; Denuit, Michel; Christiansen, Marcus C. - In: Insurance / Mathematics & economics 69 (2016), pp. 70-81
Persistent link: https://www.econbiz.de/10011530925
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Hedging pure endowments with mortality derivatives
Wang, Ting; Young, Virginia R. - In: Insurance / Mathematics & economics 69 (2016), pp. 238-255
Persistent link: https://www.econbiz.de/10011533915
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Statutory financial reporting for variable annuity guaranteed death benefits : market practice, mathematical modeling and computation
Feng, Runhuan; Huang, Huaxiong - In: Insurance / Mathematics & economics 67 (2016), pp. 54-64
Persistent link: https://www.econbiz.de/10011457152
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Statistical emulators for pricing and hedging longevity risk products
Risk, J.; Ludkovski, M. - In: Insurance / Mathematics & economics 68 (2016), pp. 45-60
Persistent link: https://www.econbiz.de/10011492443
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Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
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Mortality forecasting using factor models : time-varying or time-invariant factor loadings?
He, Lingyu; Huang, Fei; Shi, Jianjie; Yang, Yanrong - In: Insurance / Mathematics & economics 98 (2021), pp. 14-34
Persistent link: https://www.econbiz.de/10012545273
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The annuity puzzle and consumption hump under ambiguous life expectancy
Han, Nan-Wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 100 (2021), pp. 76-88
Persistent link: https://www.econbiz.de/10012622382
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Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging
Kirkby, J. Lars; Nguyen, Duy - In: Insurance / Mathematics & economics 100 (2021), pp. 408-428
Persistent link: https://www.econbiz.de/10012622402
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Multi-population mortality modeling : when the data is too much and not enough
Kung, Ko-Lun; MacMinn, Richard D.; Kuo, Weiyu; Tsai, … - In: Insurance / Mathematics & economics 103 (2022), pp. 41-55
Persistent link: https://www.econbiz.de/10013198325