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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
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Longevity risk and capital markets : the 2018-19 update : editorial
Blake, David; Cairns, Andrew - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 219-261
Persistent link: https://www.econbiz.de/10012307354
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Portfolio insurance strategies for a target annuitization fund
Xu, Mengyi; Sherris, Michael; Shao, Adam W. - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 873-912
Persistent link: https://www.econbiz.de/10012307389
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Modelling lifetime dependence for older ages using a multivariate Pareto distribution
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael - In: Insurance / Mathematics & economics 70 (2016), pp. 272-285
Persistent link: https://www.econbiz.de/10011597294
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Modelling mortality for pension schemes
Hunt, Andrew; Blake, David - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 601-629
Persistent link: https://www.econbiz.de/10011729641
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Smart defaults : Determining the number of default funds in a pension scheme
Blake, David; Duffield, Mel; Tonks, Ian; Haig, Alistair; … - In: The British accounting review : the journal of the … 54 (2022) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10013383567
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Insuring longevity risk and long-term care : bequest, housing and liquidity
Xu, Mengyi; Alonso-García, Jennifer; Sherris, Michael; … - In: Insurance / Mathematics & economics 111 (2023), pp. 121-141
Persistent link: https://www.econbiz.de/10014317139