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The impact of Longevity Risk o...
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1
Long guarantees with short duration : the rolling annuity
Jarner, Søren Fiig
;
Preisel, Michael
- In:
Scandinavian actuarial journal
(
2017
)
6
,
pp. 471-494
Persistent link: https://www.econbiz.de/10011848436
Saved in:
2
Life is cheap : using
mortality
bonds to hedge aggregate
mortality
risk
Friedberg, Leora
(
contributor
);
Webb, Anthony
(
contributor
)
- In:
The B.E. journal of economic analysis & policy
7
(
2007
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003741708
Saved in:
3
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
Saved in:
4
Basis risk in static versus dynamic longevity-risk
hedging
De Rosa, Clemente
;
Luciano, Elisa
;
Regis, Luca
- In:
Scandinavian actuarial journal
(
2017
)
4
,
pp. 343-365
Persistent link: https://www.econbiz.de/10011772167
Saved in:
5
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
Saved in:
6
Hedging
mortality
/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 44-58
Persistent link: https://www.econbiz.de/10011442674
Saved in:
7
Natural hedges with immunization strategies of
mortality
and interest rates
Lin, Tzuling
;
Tsai, Cary Chi-liang
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 155-185
Persistent link: https://www.econbiz.de/10012194116
Saved in:
8
Analytic valuation of GMDB options with utility based asset allocation
Ulm, Eric R.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 816-840
Persistent link: https://www.econbiz.de/10013419050
Saved in:
9
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
10
Asset liability management of longevity and interest rate risks : using survival-
mortality
bonds
Lin, Tzuling
;
Tsai, Cary Chi-Liang
;
Cheng, Hung-Wen
- In:
North American actuarial journal : NAAJ ; leading the …
27
(
2023
)
1
,
pp. 74-95
Persistent link: https://www.econbiz.de/10014286516
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