Narrow search
Showing 1 - 10 of 235
Cover Image
Management of a pension fund under mortality and financial risks
Hainaut, Donatien; Devolder, Pierre - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 134-155
Persistent link: https://www.econbiz.de/10003755688
Cover Image
Bayesian graduation of mortality rates : an application to reserve evaluation
Neves, César da Rocha; Migon, Helio S. - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 424-434
Persistent link: https://www.econbiz.de/10003755765
Cover Image
Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law mortality
Willemse, W. J.; Kaas, R. - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 468-484
Persistent link: https://www.econbiz.de/10003755776
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
Securitization, structuring and pricing of longevity risk
Wills, Samuel; Sherris, Michael - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 173-185
Persistent link: https://www.econbiz.de/10003953339
Cover Image
Longevity risk in pension annuities with exchange options : the effect of product design
Stevens, Ralph; De Waegenaere, Anja; Melenberg, Bertrand - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 222-234
Persistent link: https://www.econbiz.de/10003953356
Cover Image
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
Cover Image
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