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Lifecycle portfolio choice with systematic longevity risk and variable investment-linked deferred annuities
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph; … - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 649-676
Persistent link: https://www.econbiz.de/10010127209
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Risk aversion and the value of risk to life
Bommier, Antoine; Villeneuve, Bertrand - In: The journal of risk and insurance : the journal of the … 79 (2012) 1, pp. 77-103
Persistent link: https://www.econbiz.de/10009519779
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Annuity valuation with dependent mortality
Frees, Edward W. - In: The journal of risk and insurance : the journal of the … 63 (1996) 2, pp. 229-261
Persistent link: https://www.econbiz.de/10001204779
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The pension option in labor insurance and its effect on household saving and consumption : evidence from Taiwan
Chen, Hua; Hsu, Wen-Yen; Weiss, Mary A. - In: The journal of risk and insurance : the journal of the … 82 (2015) 4, pp. 947-975
Persistent link: https://www.econbiz.de/10011411550
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Longevity selection and liabilities in public sector pension funds
Fong, Joelle H.; Piggott, John; Sherris, Michael - In: The journal of risk and insurance : the journal of the … 82 (2015) 1, pp. 33-64
Persistent link: https://www.econbiz.de/10011392950
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Economic pricing of mortality-linked securities : a tâtonnement approach
Zhou, Rui; Li, Johnny Siu-Hang; Tan, Ken Seng - In: The journal of risk and insurance : the journal of the … 82 (2015) 1, pp. 65-95
Persistent link: https://www.econbiz.de/10011392967
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Insurance premium calculation using credibility analysis : an example from livestock mortality insurance
Pai, Jeffrey; Boyd, Milton; Porth, Lysa - In: The journal of risk and insurance : the journal of the … 82 (2015) 2, pp. 341-357
Persistent link: https://www.econbiz.de/10011392994
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Natural hedging strategies for life insurers : impact of product design and risk measure
Wong, Andy; Sherris, Michael; Stevens, Ralph - In: The journal of risk and insurance : the journal of the … 84 (2017) 1, pp. 153-175
Persistent link: https://www.econbiz.de/10011658198
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Special edition: longevity 10 : the tenth International Longevity Risk and Capital Markets Solutions Conference
Blake, David (ed.); Morales, Marco (ed.) - International Longevity Risk and Capital Markets … - 2017
Persistent link: https://www.econbiz.de/10011685088
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Longevity risk and capital markets : the 2014-15 update
Blake, David; Morales, Marco - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 279-297
Persistent link: https://www.econbiz.de/10011685154