Narrow search
Showing 1 - 10 of 46
Cover Image
Special issue: Longevity risk and capital markets
Nijman, Theodore E. (contributor) - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 139-270
Persistent link: https://www.econbiz.de/10003953319
Cover Image
Longevity bond premiums : the extreme value approach and risk cubic pricing
Chen, Hua; Cummins, John David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 150-161
Persistent link: https://www.econbiz.de/10003953327
Cover Image
A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
Kogure, Atsuyuki; Kurachi, Yoshiyuki - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 162-172
Persistent link: https://www.econbiz.de/10003953330
Cover Image
Correlated intensity, counter party risks, and dependent mortalities
Ma, Jin; Yun, Youngyun - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 337-351
Persistent link: https://www.econbiz.de/10008747023
Cover Image
Mortality density forecasts : an analysis of six stochastic mortality models
Cairns, Andrew; Blake, David; Dowd, Kevin; Coughlan, Guy D. - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 355-367
Persistent link: https://www.econbiz.de/10008989294
Cover Image
Time-simultaneous prediction bands : a new look at the uncertainty involved in forecasting mortality
Siu-Hang Li, Johnny; Chan, Wai-Sum - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 81-88
Persistent link: https://www.econbiz.de/10009157439
Cover Image
Optimal retirement income tontines
Milevsky, Moshe Arye; Salisbury, Thomas S. - In: Insurance / Mathematics & economics 64 (2015), pp. 91-105
Persistent link: https://www.econbiz.de/10011397946
Cover Image
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia; Ma, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Cover Image
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr; Yang, Sharon S.; Liu, Liang-Chih - In: Insurance / Mathematics & economics 64 (2015), pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
Cover Image
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie; Haberman, Steven - In: Insurance / Mathematics & economics 61 (2015), pp. 286-297
Persistent link: https://www.econbiz.de/10010515868