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On the policy implications of changing longevity
Pestieau, Pierre; Ponthiere, Grégory - 2012
Our societies are witnessing a steady increase in longevity. This demographic evolution is accompanied by some convergence across countries, whereas substantial longevity inequalities persist within nations. The goal of this paper is to survey some crucial implications of changing longevity on...
Persistent link: https://www.econbiz.de/10010288249
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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