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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
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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
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Mortality risk modeling : applications to insurance securitization
Cox, Samuel H.; Lin, Yijia; Pedersen, Hal - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 242-253
Persistent link: https://www.econbiz.de/10003953369
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On the robustness of longevity risk pricing
Chen, Bingzheng; Zhang, Lihong; Zhao, Lin - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 358-373
Persistent link: https://www.econbiz.de/10008747013
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Pricing longevity risk with the parametric bootstrap : a maximum entropy approach
Li, Johnny Siu-Hang - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 176-186
Persistent link: https://www.econbiz.de/10008654260
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Valuation of equity-indexed annuity under stochastic mortality and interest rate
Qian, Linyi; Wang, Wei; Wang, Rongming; Tang, Yincai - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 123-129
Persistent link: https://www.econbiz.de/10008654268
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Entropy, longevity and the cost of annuities
Haberman, Steven; Khalaf-Allah, Marwa; Verrall, Richard - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 197-204
Persistent link: https://www.econbiz.de/10008989352
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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
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A dynamic parameterization modeling for the age-period-cohort mortality
Hatzopoulos, P.; Haberman, S. - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 155-174
Persistent link: https://www.econbiz.de/10009242059
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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