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Joint extremes in temperature and mortality : a bivariate POT approach
Li, Han; Tang, Qihe - In: North American actuarial journal : NAAJ ; leading the … 26 (2022) 1, pp. 43-63
Persistent link: https://www.econbiz.de/10013167037
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A semiparametric method for assessing life expectancy evaluations
Lim, Hong Beng; Shyamalkumar, Nariankadu D. - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 3, pp. 360-394
Persistent link: https://www.econbiz.de/10012623435
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A DSA algorithm for mortality forecasting
Diao, Liqun; Meng, Yechao; Weng, Chengguo - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 3, pp. 438-458
Persistent link: https://www.econbiz.de/10012623440
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Optimal longevity risk transfer and investment strategies
Cox, Samuel H.; Lin, Yijia; Liu, Sheen - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S40-S65
Persistent link: https://www.econbiz.de/10012440425
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Longevity Greeks : what do insurers and capital market investors need to know?
Zhou, Kenneth Q.; Li, Johnny Siu-Hang - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S66-S96
Persistent link: https://www.econbiz.de/10012440426
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Basis risk in index-based longevity hedges : a guide for longevity hedgers
Cairns, Andrew; El Boukfaoui, Ghali - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S97-S118
Persistent link: https://www.econbiz.de/10012440427
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Mortality risk management under the factor copula framework : with applications to insurance policy pools
Hsieh, Ming-Hua; Tsai, Chenghsien Jason; Wang, Jennifer L. - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S119-S131
Persistent link: https://www.econbiz.de/10012440428
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Different shades of risk : mortality trends implied by term insurance prices
Guo, Qiheng; Bauer, Daniel - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S156-S169
Persistent link: https://www.econbiz.de/10012440433
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On the structure and classification of mortality models
Hunt, Andrew; Blake, David - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S215-S234
Persistent link: https://www.econbiz.de/10012440437
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Improving HMD mortality estimates with HFD fertility data
Boumezoued, Alexandre - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S255-S279
Persistent link: https://www.econbiz.de/10012440439