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Mortality dependence and longevity bond pricing : a dynamic factor copula mortality model with the GAS structure
Chen, Hua; MacMinn, Richard D.; Sun, Tao - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 393-415
Persistent link: https://www.econbiz.de/10011685199
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Living with ambiguity : pricing mortality-linked securities with smooth ambiguity preferences
Chen, Hua; Sherris, Michael; Sun, Tao; Zhu, Wenge - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 705-732
Persistent link: https://www.econbiz.de/10010127206
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Living With Ambiguity: Pricing Mortality‐Linked Securities With Smooth Ambiguity Preferences
Chen, Hua; Sherris, Michael; Sun, Tao; Zhu, Wenge - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 705-732
Persistent link: https://www.econbiz.de/10010171193
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On the failure (success) of the markets for longevity risk transfer
MacMinn, Richard D.; Brockett, Patrick L. - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 299-317
Persistent link: https://www.econbiz.de/10011685163
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Pension risk management in the enterprise risk management framework
Lin, Yijia; MacMinn, Richard D.; Tian, Ruilin; Yu, Jifeng - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 345-365
Persistent link: https://www.econbiz.de/10011685172
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Hedging longevity risk in life settlements using biomedical research-backed obligations
MacMinn, Richard D.; Zhu, Nan - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 439-458
Persistent link: https://www.econbiz.de/10011685204
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Mossin's theorem given random initial wealth
Hong, Soon Koo; Lew, Keun Ock; MacMinn, Richard D.; … - In: The journal of risk and insurance : the journal of the … 78 (2011) 2, pp. 309-324
Persistent link: https://www.econbiz.de/10009162051
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Incorporating longevity risk and medical information into life settlement pricing
Brockett, Patrick L.; Chuang, Shuo-li; Deng, Yinglu; … - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 799-825
Persistent link: https://www.econbiz.de/10010127203
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The new life market
Blake, David; Cairns, Andrew; Coughlan, Guy D.; Dowd, Kevin - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 501-557
Persistent link: https://www.econbiz.de/10010127214
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Longevity risk and capital markets : the 2011–2012 update
Blake, David; MacMinn, Richard D.; Maurer, Raimond - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 495-500
Persistent link: https://www.econbiz.de/10010127215