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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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Modeling longevity risks using a principal component approach : a comparison with existing stochastic mortality models
Yang, Sharon S.; Yue, Jack C.; Huang, Hong-chih - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 254-270
Persistent link: https://www.econbiz.de/10003953374
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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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Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
Ludkovski, Michael; Young, Virginia R. - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 14-30
Persistent link: https://www.econbiz.de/10003681582
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Mortality modelling with Lévy processes
Hainaut, Donatien; Devolder, Pierre - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 409-418
Persistent link: https://www.econbiz.de/10003682564
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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