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Risk-minimizing reinsurance protection for multivariate risks
Cheung, Ka Chun; Sung, K. C. J.; Yam, Sheung Chi Phillip - In: The journal of risk and insurance : the journal of the … 81 (2014) 1, pp. 219-236
Persistent link: https://www.econbiz.de/10010340221
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Mortality heterogeneity and the distributional consequences of mandatory annuitization
Gong, Guan; Webb, Anthony - In: The journal of risk and insurance : the journal of the … 75 (2008) 4, pp. 1055-1079
Persistent link: https://www.econbiz.de/10003790390
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Securitization of longevity risk : pricing survivor bonds with Wang transform in the Lee-Carter framework
Denuit, Michel; Devolder, Pierre; Goderniaux, Anne-Cécile - In: The journal of risk and insurance : the journal of the … 74 (2007) 1, pp. 87-113
Persistent link: https://www.econbiz.de/10003454711
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The impact of the secondary market on life insurers' surrender profits
Gatzert, Nadine; Hoermann, Gudrun; Schmeiser, Hato - In: The journal of risk and insurance : the journal of the … 76 (2009) 4, pp. 887-908
Persistent link: https://www.econbiz.de/10003916512
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Survivor swaps
Dowd, Kevin; Blake, David; Cairns, Andrew; Dawson, Paul - In: The journal of risk and insurance : the journal of the … 73 (2006) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003302387
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To hedge or not to hedge : managing demographic risk in life insurance companies
Gründl, Helmut; Post, Thomas; Schulze, Roman N. - In: The journal of risk and insurance : the journal of the … 73 (2006) 1, pp. 19-41
Persistent link: https://www.econbiz.de/10003302388
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Individual annuity demand under aggregate mortality risk
Schulze, Roman N.; Post, Thomas - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 423-449
Persistent link: https://www.econbiz.de/10003981536
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An optimal product mix for hedging longevity risk in life insurance companies : the immunization theory approach
Wang, Jennifer L.; Huang, H. C.; Yang, Sharon S.; Tsai, … - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 473-497
Persistent link: https://www.econbiz.de/10003981547
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Modeling mortality with jumps : applications to mortality securitization
Chen, Hua; Cox, Samuel H. - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 727-751
Persistent link: https://www.econbiz.de/10003877882
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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